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Modeling Interview Questions
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How would you estimate VaR
1. Time Series: Variability of the predictions given certain time points, Given 10 risk factors, if 11th risk factor is a derived factor from different 2. Basic statistics questions: Linear Regression, Confidence Intervals
Writing codes about Pairs trading in one hour and submitting it by email. You can choose the programming language that you are familiar with,
What is your motivation to join ASML?
How to preform a motor decoder using simulink
Do you have any working experience about SQL?
Green book type questions + greeks under Black and Scholes
Difference between architecture and microarchitecture
SQl, python, use cases about resume about you
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