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I applied via Naukri.com and was interviewed before May 2023. There were 2 interview rounds.
Assessing credit risk model performance involves evaluating its accuracy, reliability, and effectiveness in predicting creditworthiness.
Evaluate the model's accuracy by comparing predicted credit risk with actual outcomes.
Assess the model's reliability by testing its consistency over time and across different datasets.
Examine the model's effectiveness in predicting creditworthiness by analyzing its ability to different...
Simulating stock prices using Monte Carlo and GBM involves generating random paths based on historical data and volatility.
Generate random paths based on historical stock prices and volatility using Monte Carlo simulation
Use Geometric Brownian Motion (GBM) to model the stochastic process of stock prices
Calculate the drift and volatility of the stock using historical data
Simulate multiple future stock price paths by ite...
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I applied via Walk-in and was interviewed in Jun 2023. There were 2 interview rounds.
Coding test done all the java related questions
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