Describe how you would perform a model validation
Model Interview Questions
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If you have two random normal variables X, Ywith means mu_x and mu_y and variances sig_x^2 and sig_y^2, what is the distribution of the sum X+Y?
How do you select the best model?
1. BS formula derivation, d1 and N(d1) meaning 2. Greeks (Graph) 3. Normal distribution, skew( asked to draw a graph of a left-skewed distribution and a normal distribution with the same mean), kurtosis, why do people use normal distribution assumptions? (fewer parameters, additivity) 4. VaR, CVaR, ES, are the last two terms the same thing? 5. Hull-White model Behavior: 1. Tell me about yourself 2. Where do you see yourself 5 years on this role?
Could you give us an estimate of the number of the supermarkets in the UK.?
What is Z score? T test? How to interpret P-value?
Tell me about an analytical project
Given 4 project managers A,B,C,D who need to meet up together, what's the only schedule possible so that there are at least 2 managers for each day given these conditions. A can only work on Mondays and Thursdays. B and C can't do Mondays and Thursdays, and D can do Wednesdays, Thursdays, and Fridays. (General example, not the exact question)
"So do you like, know 3D stuff?"
all the financial concept, excel
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