Data Modeler Interview Questions

4,817 data modeler interview questions shared by candidates

1. BS formula derivation, d1 and N(d1) meaning 2. Greeks (Graph) 3. Normal distribution, skew( asked to draw a graph of a left-skewed distribution and a normal distribution with the same mean), kurtosis, why do people use normal distribution assumptions? (fewer parameters, additivity) 4. VaR, CVaR, ES, are the last two terms the same thing? 5. Hull-White model Behavior: 1. Tell me about yourself 2. Where do you see yourself 5 years on this role?
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Model & Integration Testing Engineer

Interviewed at Bloomberg

4
Jan 20, 2021

1. BS formula derivation, d1 and N(d1) meaning 2. Greeks (Graph) 3. Normal distribution, skew( asked to draw a graph of a left-skewed distribution and a normal distribution with the same mean), kurtosis, why do people use normal distribution assumptions? (fewer parameters, additivity) 4. VaR, CVaR, ES, are the last two terms the same thing? 5. Hull-White model Behavior: 1. Tell me about yourself 2. Where do you see yourself 5 years on this role?

Given 4 project managers A,B,C,D who need to meet up together, what's the only schedule possible so that there are at least 2 managers for each day given these conditions. A can only work on Mondays and Thursdays. B and C can't do Mondays and Thursdays, and D can do Wednesdays, Thursdays, and Fridays. (General example, not the exact question)
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Product Modeling Analyst

Interviewed at GEICO

2.6
Jul 17, 2019

Given 4 project managers A,B,C,D who need to meet up together, what's the only schedule possible so that there are at least 2 managers for each day given these conditions. A can only work on Mondays and Thursdays. B and C can't do Mondays and Thursdays, and D can do Wednesdays, Thursdays, and Fridays. (General example, not the exact question)

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