Introduce you self and sponseship
Models Interview Questions
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Compensations expectations? Relocation? Visa situatuion?
Why you are suitable for this position?
How would you approach _________? (Any basic statistical problem)
Martingale process, stochastic differential equations, multivariate stochastic process, correlation, put-call parity, bond payoff, BSM model. A bit on data cleaning concepts. Very little coding .
Introduce project you have worked on
4 person 4 round. One case study, one technical interview, one manager interview, one statistical interview. Case is a theme park income/cost analysis. Several small questions. Last one is a general question using all the previous assumptions.
And why capital one?
1. Tell us about yourself 2. Tell hs about your job market paper
“Excel” test. Given Parts of a p&l and a balance sheet, can you forecast 3 years of all three financial statements?
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