Explain the math behind pricing options (as elaborately and extensively as you can)
Modeler Interview Questions
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What are assumptions of OLS? What IRRBB models do you know?
Intermediate Questions: Pricing of Asian Option Variance reduction in Monte-Carlo Simulation
Tell me about yourself. Why did you apply for this job? What do you know about LCCC? Tell me about a time you experienced failure. Tell me about a time you handled stress/pressure.
Primarily about SQL, data warehouses, and my projects, etc.?
Coding in R, knowledge of python, some questions about finance
Some questions on data modeling with basic concepts and few questions on cloud
Mostly related to modeling and risk policy, Basel rules. Overall was a meh experience. HR didn’t send the proper JD so there was miscommunication on the role I was applying for. 2 interviewers from dept. Interviewers were not professional asking personal questions.
About marginal Gaussian distribution of random variable, non-linear dependence, correlation, others on aggregating financial risk.
What do you understand of how BAE operates?
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