How does a bank work
Credit Model Interview Questions
59 credit model interview questions shared by candidates
Multiple questions on statistical proficiency within Credit Risk.
How do you get X XX XXX XXXX XXXXX in Python?
Why did you further your study? What are different medallion of Data Architecture? Why Credit Modeling?
What would you look at in determining whether to extend credit
General, what do you know about credit risk modeling in the bank and the ECB and Basel regulations on it?
Questions from the 1 to 1 interview were: assumptions of OLS, methods of detecting outliers given data. Questions of the written test are from probability, statistics, risk management and programming. There were both theory and application type questions on the written test.
1. Explain PD, LGD, EAD 2. Python Questions: use 'describe' to show the dataframe's info 3. what is p-value 4. confidence interval 5. How to find outlier 6. VaR
What is the difference between capital and provision?
In-tray exercise, three IQ tests (verbal, number series and finding similarities between groups of figures), a general interview and a business case
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