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Associate Credit Risk Interview Questions

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1,465 associate credit risk interview questions shared by candidates

What is your motivation for applying for the role? How does your experience relate to banking? Can you execute a SQL query of the highest salary of an employee? Can you create a SQL query of the second highest salary?
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Credit Risk Analyst

Interviewed at Commonwealth Bank of Australia

3.6★
Mar 9, 2023

What is your motivation for applying for the role? How does your experience relate to banking? Can you execute a SQL query of the highest salary of an employee? Can you create a SQL query of the second highest salary?

OLS, linear regression assumption, which assumption is the most important one? How would you explain MLE to a novice, MLE for logit regression, derive BS formula, how does merton uses option pricing theory for modelling probability of default....there were a lot of questions but they wanted to see that you know what you are talking about, that you are really familiar and experienced with the topics. No super hard maths questions like for a quant role. The interviewer told me itself, we are looking for 33% consultant 33% mathematician and 33% programmer....a blend....
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Quantitative Advisory - Credit Risk Associate

Interviewed at EY

3.6★
Sep 3, 2016

OLS, linear regression assumption, which assumption is the most important one? How would you explain MLE to a novice, MLE for logit regression, derive BS formula, how does merton uses option pricing theory for modelling probability of default....there were a lot of questions but they wanted to see that you know what you are talking about, that you are really familiar and experienced with the topics. No super hard maths questions like for a quant role. The interviewer told me itself, we are looking for 33% consultant 33% mathematician and 33% programmer....a blend....

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