Why do you choose GM Financial?
Risk Modeling Interview Questions
255 risk modeling interview questions shared by candidates
career plan for the next 3-5 years
They first asked some questions around the data analysis I had to present at the beginning of the interview (that I had 6 days to prepare the presentation). Then they went to competency based questions, mainly around people management and project/time management. Lastly the focus was around technical knowledge relevant to the role (types of models, regulations that I know of that impact the credit risk space, their impact).
Your favorite courses at school.
Find second highest number in a list without using max(), min(), sorted().
describe one of your previous projects?
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.
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