Risk Modeling Analyst Interview Questions

255 risk modeling analyst interview questions shared by candidates

given two tables, how does left join work when there are duplicates of the index on which we are joining in the first table (rank, aggregation)+ if there are multiple entries of the same type of an index in an table (lets say id), how would we get the max value of another column (‘age’) for each unique ‘id’ How to one hot encoding without the library difference b/w linear and logistic regression Roc-auc precision, recall - where is it used in case of imbalance dataset, which metric is suitable if we make the dataset balanced, can we still use those metrics? Which is a better metric - roc or f-score Python classes
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Model Risk Manager

Interviewed at Société Générale

3.7
Jul 24, 2024

given two tables, how does left join work when there are duplicates of the index on which we are joining in the first table (rank, aggregation)+ if there are multiple entries of the same type of an index in an table (lets say id), how would we get the max value of another column (‘age’) for each unique ‘id’ How to one hot encoding without the library difference b/w linear and logistic regression Roc-auc precision, recall - where is it used in case of imbalance dataset, which metric is suitable if we make the dataset balanced, can we still use those metrics? Which is a better metric - roc or f-score Python classes

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