How to Calculate VaR upon a stochastic process, why expected shortfall is subadditive, what should we do before a regression analysis.
Risk Modeling Interview Questions
255 risk modeling interview questions shared by candidates
Why UBS? Why this position?
What are you expert in?
Tell me about a project you have worked on that involved modelling.
What are assumptions that must be met in order to use linear regression.
Where do you see yourself in 5 years?
sudo code to produce the prime number
What do you know about models
1. T test - what does it mean? 2. Criteria to know how to approve some for credit? 3. Coding/modelling experience? 4. Experience with team work? 5. How to join to tables (SQL)? 6. Difference between inner and outer join?
Tell me a project you did before.
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