Risk Modeling Analyst Interviews

Risk Modeling Analyst Interview Questions


Risk Modeling Analyst interview questions shared by candidates

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Northern Trust
Senior Consultant - Credit Risk Modeling was asked...January 10, 2015

When the data do not have enough number of defaults, how would you build a default model?

2 Answers

I threw some random silly thoughts, which might be the reason for no offer. I have worked only for data intensive companies and so haven't been exposed to such challenges. However, this company issues loans selectively to wealthy people and so their default rate is so low. Probably those with biostatistics degrees exposed to limited data environment would appear strong to them. Less

I dont know if I got the right answer, but in this case I would consider using a boostrap method to simulate this.... Less

Société Générale

Do you know what is implied volatility and how it's calculated

1 Answers

Tell this is the volatility of the option, it is computed from the inversion of black Scholes price (you know the price, you want to get the vol), use numerical process Less

Frost Bank

How many people in a room do you need to have at least 2 people share the same birthday at 70% probability?

1 Answers

1-(365!/(365-x)!*365^x=0.7, solve for x


What are some risks associated with eBay sellers and buyers?

1 Answers

eBay issues a refund to buyer per eBay buyer protection policy but the seller doesn't pay eBay back. Or, the seller makes a dishonest claim about a product to receive a refund they don't deserve. Less

BNY Mellon

Describe how you would perform a model validation

1 Answers

I gave the standard answer plus what I learned at other jobs

Credit Suisse
Risk Modeler was asked...September 17, 2018


1 Answers

studied about them

M&T Bank

1) Tell me about Yourself 2) Explain your experience 3) explain different models which you used in validation 4) Models used in exploratory Data analysis 5) what kind of statistical models are you aware off? 6) What are the steps in data analysis and explain any off the of project you did.

1 Answers

I explained everything but I wasn't aware of more statistical models but rest everything went well and they recommended me for business analyst position in different team Less

Nordea Bank

Pricing interest rate swap, coding experience, Why nordea

1 Answers

I passed the interview, but they prefer someone with more experience. Overall positive and friendly Less

Huntington National Bank

What skills do you feel you have that can be a benefit to our team and company?

1 Answers

Organizational skills accompanied by time management to plan for projects the team needs managed. Less

Credit Suisse

Some econometrics and probablity questions

1 Answers

I answered them properly and my answers were correct

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