What are assumptions of OLS? What IRRBB models do you know?
Data Modeler Interview Questions
3,576 data modeler interview questions shared by candidates
Itos lemma, solving PDEs , etc.
Describe the assumptions of Black-Scholes model
What is moc and why do we need it?
Pick any B2B product and explain how to product model
1. Dimensional Modelling 2. ER Modelling 3. Normalization
Questions techniques, modèles (quant Finance, Data Science, etc)
What is your experience with Credit Risk.
Most questions were just about history.
How would you predict a default rate? What steps would yo take to get to the final solution?
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