Tell me about your course work.
Model Risk Interview Questions
182 model risk interview questions shared by candidates
Tell me about your experience with fitting and perhaps overfitting a model.
how you explain B-S model to client
How do you determine if a model is good or bad?
What is something our profession could do better?
Have you ever pushed back on or challenged someone at your job with more seniority than you?
1. Explain PD, LGD, EAD 2. Python Questions: use 'describe' to show the dataframe's info 3. what is p-value 4. confidence interval 5. How to find outlier 6. VaR
derive BS formula
General, what do you know about credit risk modeling in the bank and the ECB and Basel regulations on it?
Why Revolut? What is your inspiration?
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