Explain how LASSO does variable selection.
Modeling Interview Questions
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What do you like and dislike for the current job?
From general financial product knowledge to very specific knowledge (such as SABR, what kind of interpolation used in what context etc.)
Why GEICO?
Can you share with me your experience in working with complex data?
excel model evaluation exam which takes 2 hours.
Rate your excel level
Why GEICO?
What did you talk about?
Basic risk management questions, such as how to calculate VaR.
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