Can’t recall, generic questions about previous relevant experience.
Model Validation Interview Questions
162 model validation interview questions shared by candidates
Going through CV and motivation
derive BS formula
Can you write down the formula for the Markov property?
Tell me about yourself? Do you know what is XXX's accuracy measurement?
normal distribution, log-normal distribution, how do you compute mean of log-normal distribution in terms of the mean and variance of the underlying normal distribution, Brownian motion, Ito's Lemma, Black-Scholes formula, what are the differences between forwards and futures, what is the swap, how do you price the swap, how do you output correlated random variables with a prescribed coefficient of correlation
4. Which models and technologies do you know?
What's Bond Duration and Bond Convexity Explain PCA An example of polluted data and how to fix it
How to determine a decision threshold using the ROC curve.
DSA question and OOPS, all statistical distributions and their use cases.
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