Why UBS? Why this position?
Modeling Interview Questions
4,820 modeling interview questions shared by candidates
Coding in R, knowledge of python, some questions about finance
Primarily about SQL, data warehouses, and my projects, etc.?
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.
Describe a time when you were frustrated at your previous job.
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.
Explain the math behind pricing options (as elaborately and extensively as you can)
What are assumptions of OLS? What IRRBB models do you know?
What do we call type I and type II error in hypothesis testing?
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