1. Explain PD, LGD, EAD 2. Python Questions: use 'describe' to show the dataframe's info 3. what is p-value 4. confidence interval 5. How to find outlier 6. VaR
Model Interview Questions
2,594 model interview questions shared by candidates
Going through CV and motivation
Q: How do you understand the duty of model risk auditor
Asked about I time where I had to learn something quickly and adapt it to a problem
There wasn’t a single question—throughout the process, I had multiple interviews and discussions with different people, covering a wide range of topics.
Typical stuff like describe a time you worked on a project with others, etc.
Questions like my technical background, teamwork experience were asked
Parlami del filtro di kalman
They asked about my projects and experience in detail which I answered.
1. What ALM? 2. Difference between lookup and sum ? 3. What are combination we don’t use in formulas 4) Best practice to decrease the size of the model and efficiency 5)Size of production and development is same or not? 6)RANK function detail explanation
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