2. Do you want to work as a permanent employee or as contract.
Model Validation Interview Questions
162 model validation interview questions shared by candidates
What is multicollinearity? how you'd identify and address it. What is Gamma and how to calculate it. Explain IFRS 9 and its stages and how to model them.
What is the major risk within Clearstream?
What is Brownian Motion?
Say you can draw numbers from a uniform distribution, how can you use this to approximate pi?
Too much for one hour. Very closed format - asking very specific questions. Sharp tone to the interviews. Competency, experience, several things like that covered.
Black Scholes hypothesis and how to compute the price of the call in this context.
Why should we hire you?
Many questions asked from CV, going into modelling techniques and intuition. There are also some statistics questions.
In the first interview I was asked to analytically integrate the Gaussian distribution over the real line.
Viewing 11 - 20 interview questions