- If you were a credit card issuer company, how would you model the probability of default of a customer? (variables, model, ...)
Model Risk Interview Questions
171 model risk interview questions shared by candidates
Pretty difficult and tough questions, even hard to understand what the interviewer was asking.
mix of some math problems and some basic programming questions. Some wired questions like why do we need jave since we already have C, etc.
What's your weakness?
Describe the methods you used in your dissertation.
NLP structure and CNN/RNN and bayesian
Questions from the 1 to 1 interview were: assumptions of OLS, methods of detecting outliers given data. Questions of the written test are from probability, statistics, risk management and programming. There were both theory and application type questions on the written test.
From general financial product knowledge to very specific knowledge (such as SABR, what kind of interpolation used in what context etc.)
Can you give an example of a recent natural hazard event?
location preference
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