1. derive Black-Scholes model 2. derive linear regression coefficient and assumption for linear regression 3. principal component analysis 4. how to deal with collinearity 5. prove that covariance matrix is semi-definite 6. linked list, tree for algorithms 7. moment generating function This is so far I could remember
What is larger e^pi or pi^e?
Define a martingale, and given an example prove it is a martingale.
Why retail banking?
Explain FRTB SA in detail
Asked about intro, modelling techniques, past projects, coding, guesstimate , quant and reasoning questions and other test for compliance and know what is right
- If you were a credit card issuer company, how would you model the probability of default of a customer? (variables, model, ...)
Basic statistics and econometrics questions, they may vary depending on your background.
Heb je ervaring met het delegeren van taken?
Pretty difficult and tough questions, even hard to understand what the interviewer was asking.
Viewing 171 - 180 interview questions