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Risk Modeling Analyst Interview Questions
195 risk modeling analyst interview questions shared by candidates
What are you expert in?
Tell me about a project you have worked on that involved modelling.
What are assumptions that must be met in order to use linear regression.
What do you know about models
1. T test - what does it mean? 2. Criteria to know how to approve some for credit? 3. Coding/modelling experience? 4. Experience with team work? 5. How to join to tables (SQL)? 6. Difference between inner and outer join?
sudo code to produce the prime number
Tell me a project you did before.
What's the difference b/t risk neutral pricing and actuarial pricing?
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 .
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