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.
Modeler Interview Questions
4,820 modeler interview questions shared by candidates
About marginal Gaussian distribution of random variable, non-linear dependence, correlation, others on aggregating financial risk.
What do you understand of how BAE operates?
Would others say you are adaptable?
What is virtualizaition
What do you think about modelling for a larger scale area rather than regional?
How do you manage your workload?
Tell me your experience with the cloud
How to Calculate VaR upon a stochastic process, why expected shortfall is subadditive, what should we do before a regression analysis.
Why UBS? Why this position?
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