1. for statistical analysis tools, be prepared to answer a school course work or project in your work. give him some details. 2. be prepared for every bullets in you resume that is relevant to the duty of this position. 3. the logic of calibrating yield curve factors for the model I once worked for. I did not answer it well...
Credit risk, model risk, linear and logisitic regression
What your friends would tell about you?
What is larger e^pi or pi^e?
Define a martingale, and given an example prove it is a martingale.
basic math, e.g. CLT and programming question, e,g, what is OOP
Asked about intro, modelling techniques, past projects, coding, guesstimate , quant and reasoning questions and other test for compliance and know what is right
Explain FRTB SA in detail
Heb je ervaring met het delegeren van taken?
- If you were a credit card issuer company, how would you model the probability of default of a customer? (variables, model, ...)
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