Quant finance. proba stat. review of CV.
Quantitative Risk Interview Questions
243 quantitative risk interview questions shared by candidates
- Put me in a real context and asked me for the best risk strategy I will use -
FRTB at the oral interview
What kind of workplace would you want to work in?
How is a Markov chain defined? What is a transition matrix. How could it be used to model credit ratings? If you had the transition matrix for 1 year, how would you calculate the transitions for more than 5 years?
What is Value at Risk? What is its mathematical definition?
How would you go about doing a regression for the default probability based on other data? What steps would you go through? How could you examine the model's performance?
Preguntas personales de fit y técnicas de matemáticas básicas
Do you have any experience to use deep learning?
"How would you plot the discount curve in a DCF model?" "What are the elements of a put-call parity?" "What is the Black-Scholes Model?" "What are the steps in a Value at Risk Model?"
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