Questions classiques sur les calls, puts, le modèle de Black & Scholes. Puis questions plus techniques de maths sur le calcul stochastique (Itô, Girsanov), les séries temporelles (définition et stationnarité) , les différentes méthodes de Monte-Carlo et leurs efficacités. Ensuite des questions de programmation. Pour finir, quelques questions de motivation (en français puis en anglais).
Tell me about yourself.
Information value, qq plots, AUROC ,Gini, decision trees, VIF
Describe your experience working with ML models. What models have you used before?
Why quit current job, why sentilink?
How many types of PD models?
What is XG boost that you've mentioned here in your ML project description
Why Deloitte? Why Financial Risk Management? What is your biggest weakness? Where do you see yourself in five years? What is your biggest accomplishment in life?
Present your solution to the recruitment task
Where do you see yourself in 5 years?
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