Intecrowd Consultant Interview Questions and Answers for Experienced

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...read more

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...read more