What are the sources of funding/liquidity for the bank? Current business news? Difference between quantitative vs. qualitative risks? What is sensitivity test, backtest, benchmarking? How would you perform these? How do you know if the testing results are good/bad?
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1. Introduce yourself 2. Focusing on technical questions (regression, explanatory data analysis, missing values, outliers, how to deal with these problems,...) 3. Knowledge related to financial statement (financial ratios, balance sheet,...)
Q. What type of mathematical models are you familiar with?
they didn't ask me anything.
All about derivatives And financial knowledge
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