career plan for the next 3-5 years
Model Risk Interview Questions
255 model risk interview questions shared by candidates
They first asked some questions around the data analysis I had to present at the beginning of the interview (that I had 6 days to prepare the presentation). Then they went to competency based questions, mainly around people management and project/time management. Lastly the focus was around technical knowledge relevant to the role (types of models, regulations that I know of that impact the credit risk space, their impact).
Your favorite courses at school.
Tell me about yourself.
Information value, qq plots, AUROC ,Gini, decision trees, VIF
Describe your experience working with ML models. What models have you used before?
Why quit current job, why sentilink?
Find second highest number in a list without using max(), min(), sorted().
describe one of your previous projects?
Questions classiques sur les calls, puts, le modèle de Black & Scholes. Puis questions plus techniques de maths sur le calcul stochastique (Itô, Girsanov), les séries temporelles (définition et stationnarité) , les différentes méthodes de Monte-Carlo et leurs efficacités. Ensuite des questions de programmation. Pour finir, quelques questions de motivation (en français puis en anglais).
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