Mostly about projects that I have worked on
Modeler Interview Questions
4,820 modeler interview questions shared by candidates
Understanding of model risk and validation and regulations.
Derivatives Pricing ( CDS, IRS, Currency swap, ) Option Greeks ( Delta , Gamma, Vega, Theta)
have you validated climate risk model?
Machine learning question, OOP programming, basic statistical question
simple balancing puzzles,simplification problems
describe one of your previous projects?
1st round completely hands on modelling and queries, 2nd round interviewer came with use case(a half cooked) to solve/write as a query or code but told no need to be accurate but give me logic to solve the problem, I provided in a rough query and a pseudo code but after that no response,, even I tried to complete the query and sent a snapshot.. I felt a bit unprofessional... if I am wrong they could have told me what is wrong.. for every problem there will n no.of sol in software, i think it is waste of time with Oracle(such a big company) but no professional process of recruitment.
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).
Derive Ho-Lee model, Explain t-fwd measure, some questions around equity models, write down and indicate BS equation and model limitations, experience in validation
Viewing 1691 - 1700 interview questions