What is a mortgage backed security?
Quantitative Risk Interview Questions
243 quantitative risk interview questions shared by candidates
How do you select variables if you have thousands of variables in the dataset?
What is your long term goal?
What's the technique to do variable selection. Garch Model, Linear Model assumption
random choose two points in a line, the probability of constructing a triangle how to do variable selection how to deal with multicollinity how to deal with missing data
Tell us a little about yourself and why are you interested in the position
General behavioral ones like why company, why team
What is the delta of an ATM call option?
What did you do in your last job?
I was asked about how to develop a forecasting model given a a set of economic factors and limited years of available data.
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