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Model Validation Interview Questions
162 model validation interview questions shared by candidates
What are your tops strengths and weaknesses?
Writing codes about Pairs trading in one hour and submitting it by email. You can choose the programming language that you are familiar with,
Statistical questions such as how to determine the fair price given a scenario.
Green book type questions + greeks under Black and Scholes
all shorts of technical questions
technical questions
How can you evaluate VaR by using Monte Carlo techniques?
What model validation experience do you have? What would your current employer comment on you?
Interview questions asked for the same position in other companies
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