Explain a Monte Carlo Simulation to somebody with very little understanding of Statistics/Mathematics/Finance. (Also asked the same question on P-Value)
Credit Model Interview Questions
35 credit model interview questions shared by candidates
Technical questions (Specific to the role); Credit Risk Modelling, Linear Regressions, Monte Carlo Simulation, Statistical and Financial Modelling.
Describe the modeling process end-to-end? What are the assumptions of linear regression?
sudo code to produce the prime number
What do we call type I and type II error in hypothesis testing?
Most questions are relevant to credit risk modelling.
Why do you want to work In this Role?
Credit risk, model risk, linear and logisitic regression
Why retail banking?
Basic statistics and econometrics questions, they may vary depending on your background.
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