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.
Most questions are relevant to credit risk modelling.
Preguntas sobre algunos estadísticos y sobre probabilidades de default
Could you model autoregressive model in Python?
Explain the math behind pricing options (as elaborately and extensively as you can)
Preguntas técnicas en Finanzas de Mercado y en el manejo de los paquetes estadísticos.
What do we call type I and type II error in hypothesis testing?
Technical skills, based on CV. Talked about the details of implementations.
Why did you choose to apply to PwC?
Tell me about yourself.
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