Define a martingale, and given an example prove it is a martingale.
Model Risk Interview Questions
131 model risk interview questions shared by candidates
basic math, e.g. CLT and programming question, e,g, what is OOP
Explain FRTB SA in detail
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.
location preference
1. What are the assumptions of linear regression? 2.What is the difference between R^2 and adjusted R^2? 3. Why do you want to join this team? 4. Balance Sheet statement of a bank
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