1. What is the recent news? What is its influence on the economy? 2. Suppose you are giving a presentation in 5 minutes and find there is an error . What would you do?
Risk Modeling Interview Questions
255 risk modeling interview questions shared by candidates
Typical behavioral and technical questions. Asked about previous experience with stochastic modeling.
Statistics, Stochastic process, Coding questions
Few on Risk models, few on motivations and a case study
Didn't get a chance to interview after waiting for a month
some stochastic problem: forward measure... how to use price models?
The working of XGBoost and various deep learning models
Mainly quantitative questions which can be found on interview books, and technical questions on projects on CV.
Describe how you would perform a model validation
About marginal Gaussian distribution of random variable, non-linear dependence, correlation, others on aggregating financial risk.
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