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Model Risk Interview Questions
255 model risk interview questions shared by candidates
General, what do you know about credit risk modeling in the bank and the ECB and Basel regulations on it?
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
Several in-depth questions in theory.
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
Q: How do you understand the duty of model risk auditor
How bridge piers would affect flow on a river and how this impacts flood risk?
They asked me about my degree and my khowlegded
derive BS formula
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