1) Tell me about Yourself 2) Explain your experience 3) explain different models which you used in validation 4) Models used in exploratory Data analysis 5) what kind of statistical models are you aware off? 6) What are the steps in data analysis and explain any off the of project you did.
Why you chose this company to work?
Why we are interested in the senior tranch prices
If we don't want to pay the market hourly rate, will you accept a "bonus" at the end of the assignment?
How can we tailor your resume to fit the client requirement?
Describe how you would perform a model validation
If you have two random normal variables X, Ywith means mu_x and mu_y and variances sig_x^2 and sig_y^2, what is the distribution of the sum X+Y?
How do you select the best model?
What can an investor do to offset the exposure to oil price volatility which this project has?
1. BS formula derivation, d1 and N(d1) meaning 2. Greeks (Graph) 3. Normal distribution, skew( asked to draw a graph of a left-skewed distribution and a normal distribution with the same mean), kurtosis, why do people use normal distribution assumptions? (fewer parameters, additivity) 4. VaR, CVaR, ES, are the last two terms the same thing? 5. Hull-White model Behavior: 1. Tell me about yourself 2. Where do you see yourself 5 years on this role?
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