What do you know about model validation?
Quantitative Risk Management Interview Questions
243 quantitative risk management interview questions shared by candidates
Leetcode max loss in stocks arranged in an array
What assumptions go into the BS model?
option pricing VaR put-call parity
How many televisions were being sold last year in U.S? Suppose that you have a triangle with 3 ants on different vertices (corners) of the triangle. What is the probability that either 2 of the ants or all of the ants collide if all 3 ants start walking on the sides of the triangle?
How do you determine what type of time-series model to use? Describe the process in how you model time-series in general. If I told you that 2 risk variables had a very strong relationship, say with R^2 ~ 0.95, what would you think about that? Should it be higher? Why or why not?
What packages do you use most often when working on projects in Python and R?
If we offered you the job, what, if anything, would prevent you from accepting the offer given everything you've heard today throughout the series of interviews?
What do you know about the position?
Model validation concepts, time series analysis
Viewing 51 - 60 interview questions