Candidatei-me online. O processo levou 2 semanas. Fui entrevistado pela UBS em fev. de 2025
Entrevista
Remote interview with three credit risk managers. It took about 45 minutes. They started by introducing themselves. Then they asked for my presentation and some reasons why I'd chosen UBS. There were 30 minutes left for technical questions. They were knowledge based, no brain teasers or programming tasks, so no paper sheets or programming platform were used. In the end, the questions were mainly about time series analysis and econometrics. Given the background of my interviewers (corporate finance, MBA and mathematics) this was to be expected.
Perguntas de entrevista [1]
Pergunta 1
How would you treat historical data for forecasting? (see trend and seasonality reduction and ARIMA)
How to test whether two samples are statistically similar? (t-test, p-value)
What parameters would you consider for the repayment of customer credit loans?
Assuming, you have these data, what statistical test would you run to make credit decisions? (Logit regression)
Recall the definition and use of R^2 and adjusted R^2 in statistics. Why is the latter considered better than the former?
What is the difference between INNER JOIN and LEFT JOIN in SQL?