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).
Why Deloitte? Why Financial Risk Management? What is your biggest weakness? Where do you see yourself in five years? What is your biggest accomplishment in life?
Where do you see yourself in 5 years?
Q: Please introduce your self and skills.
Here are the numbers, calculate this
What is XG boost that you've mentioned here in your ML project description
Additional model questions based on specifics of the role within the organization.
What model methods are you experienced with?
Why did you apply to this role?
Content related questions on credit risk modelling
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