Des questions théoriques (Math fi)
Model Validation Interview Questions
162 model validation interview questions shared by candidates
Statistics and Machine Learning Theory and Fundamentals Discuss Doctoral Research Discuss Previous Projects in Machine Learning and Data Science
Selected questions based on resume
What previous models have you validated? Steps taken for validation?
What is your experience with Credit Risk.
What are assumptions of OLS? What IRRBB models do you know?
Itos lemma, solving PDEs , etc.
Describe the assumptions of Black-Scholes model
What is moc and why do we need it?
Tell me about yourself. How do you validate your model.
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