Derivatives Pricing ( CDS, IRS, Currency swap, ) Option Greeks ( Delta , Gamma, Vega, Theta)
Model Validation Interview Questions
162 model validation interview questions shared by candidates
have you validated climate risk model?
Machine learning question, OOP programming, basic statistical question
Derive Ho-Lee model, Explain t-fwd measure, some questions around equity models, write down and indicate BS equation and model limitations, experience in validation
The questions could be divided into maths, financial calculus and programming. My opinion was that the entire interview process was very pleasant and questions were not that hard. Having limited experience for entry level job applications, I would go as far as to say that questions were rather standard and not hard at all.
Conversational Tell me more about your experience, career, working with stakeholders
Tell me what your role in this project.
Questions about motivation and previous relevant experience; brainteasers.
Why did you apply to this role?
a few technical questions related to prob. and stats
Viewing 41 - 50 interview questions