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citibank

12 interview questions available

Price options and bonds via binomial no-arbitrage

Diagnose and fix linear regression assumption breaks

Compute expected payoff of reroll dice game

Explain PD model validation steps

Discuss logistic regression limitations for PD

Handle missing values for LGD modeling

Write SQL for rolling default rates

Compare CECL vs incurred loss

Compute EL and RWA from loan data

Identify top exposures and mitigate