The interviewer went into the very details of the model.
Model Validation Interview Questions
162 model validation interview questions shared by candidates
Quali controlli vengono fatti in fase di validazione, quali test statistici. Metodologia di sviluppo modelli IRB. Approccio con owner del modello in caso finding riscontrati.
stats, probability, Coding (C# MATLAB PYTHON), simple financial engineering questions.
How do you manage the deadlines?
What's the difference about the futures and options
What metric to look at?
what kind data projects have you participated in
Why are you interested in modeling.
tell me about the methodology of LSTM
1st Zoom Interview: Basic questions on Programming, Regressions, and previous experience Embedded Assumptions in linear regression? 2nd Zoom interview same day: What is VaR? Expected Shortfall? Generate two random numbers in python with some correlation? How to treat missing values in data? Proxy method
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