Define a martingale, and given an example prove it is a martingale.
Model Risk Interview Questions
131 model risk interview questions shared by candidates
basic math, e.g. CLT and programming question, e,g, what is OOP
Explain FRTB SA in detail
Statisticals questions
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.
Tell me about your course work.
Tell me about your experience with fitting and perhaps overfitting a model.
how you explain B-S model to client
How do you determine if a model is good or bad?
What is something our profession could do better?
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