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?
Risk Management Intern Interview Questions
215 risk management intern interview questions shared by candidates
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?
Most difficult part was the presentation to a colleague, in which you had to stand your ground in a role play exercise with senior management
Why do you want to work for Barclays?
What is your biggest personal weakness
Can you briefly introduce yourself?
Build a recommendation structure for online book stores.
1 hour behavior interview from two directors in risk management department. Lots of questions on how how to solve teamwork issues.
Why do u want to join pwc
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