What's the difference b/t risk neutral pricing and actuarial pricing?
Risk Modeling Interview Questions
195 risk modeling interview questions shared by candidates
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 .
Resume Questions in detail simple
The last question was about my visa status. After I pointed out that I am a student with a F-1 visa and will require sponsorship in the future. He apologized that as of that day they won't accept candidate with F-1 visa...
They asked the detail methods in your resume.
Tell me about yourself.
About marginal Gaussian distribution of random variable, non-linear dependence, correlation, others on aggregating financial risk.
How to Calculate VaR upon a stochastic process, why expected shortfall is subadditive, what should we do before a regression analysis.
Why UBS? Why this position?
What do we call type I and type II error in hypothesis testing?
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