Information value, qq plots, AUROC ,Gini, decision trees, VIF
Model Risk Interview Questions
257 model risk interview questions shared by candidates
Describe your experience working with ML models. What models have you used before?
Why quit current job, why sentilink?
describe one of your previous projects?
Questions classiques sur les calls, puts, le modèle de Black & Scholes. Puis questions plus techniques de maths sur le calcul stochastique (Itô, Girsanov), les séries temporelles (définition et stationnarité) , les différentes méthodes de Monte-Carlo et leurs efficacités. Ensuite des questions de programmation. Pour finir, quelques questions de motivation (en français puis en anglais).
Why Deloitte? Why Financial Risk Management? What is your biggest weakness? Where do you see yourself in five years? What is your biggest accomplishment in life?
How many types of PD models?
What is XG boost that you've mentioned here in your ML project description
Find second highest number in a list without using max(), min(), sorted().
Present your solution to the recruitment task
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