Tell me about your course work.
Model Risk Interview Questions
256 model risk interview questions shared by candidates
Tell me about your experience with fitting and perhaps overfitting a model.
Give me a specific example of a time you displayed depth of knowledge and judgment regarding a technical skill. (Situation, Action, Result)
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.
how you explain B-S model to client
What is your greatest strength?
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.)
What did you talk about?
How do you determine if a model is good or bad?
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