General, what do you know about credit risk modeling in the bank and the ECB and Basel regulations on it?
Models Interview Questions
3,698 models interview questions shared by candidates
How do you do optimization modeling
Formule de Black Scholes et EDP Black-Scholes. Re démontrer ces formules.
They haven't formulated clear questions yet, but here's what I've gathered: 1. Explaining dimensional modeling. 2. Understanding facts and dimensions and their functionality. 3. Exploring the necessity of surrogate keys. 4. Sharing experiences with unstructured or semi-structured data.
1. Explain PD, LGD, EAD 2. Python Questions: use 'describe' to show the dataframe's info 3. what is p-value 4. confidence interval 5. How to find outlier 6. VaR
Going through CV and motivation
Q: How do you understand the duty of model risk auditor
Presentation about a specific power industry related topic
Typical stuff like describe a time you worked on a project with others, etc.
Quels sont les points importants d'un bon consultant ?
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