Most questions are relevant to credit risk modelling.
Risk Modeling Interview Questions
74 risk modeling interview questions shared by candidates
Mostly related to modeling and risk policy, Basel rules. Overall was a meh experience. HR didn’t send the proper JD so there was miscommunication on the role I was applying for. 2 interviewers from dept. Interviewers were not professional asking personal questions.
About marginal Gaussian distribution of random variable, non-linear dependence, correlation, others on aggregating financial risk.
En tant que stagiaire, les questions posées étaient relatives à mon parcours universitaire. exemple : "parles moi un peu de tes etudes à l'université ? " , "expliques moi quelle est la problématique de ton mémoire" , ...
TELL me about the details of the project in your resume. Which part have you done?
1. derive Black-Scholes model 2. derive linear regression coefficient and assumption for linear regression 3. principal component analysis 4. how to deal with collinearity 5. prove that covariance matrix is semi-definite 6. linked list, tree for algorithms 7. moment generating function This is so far I could remember
Why retail banking?
Basic statistics and econometrics questions, they may vary depending on your background.
Multiple questions on statistical proficiency within Credit Risk.
Give me a specific example of a time you displayed depth of knowledge and judgment regarding a technical skill. (Situation, Action, Result)
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