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kirti
Topic Author
Posts: 2
Joined: August 18th, 2009, 1:25 pm

Economic Capital Model Interview

April 16th, 2021, 2:52 pm

Hello All,
I have an interview comping for Internal Economic Capital Model Developer interview with Deutsche Bank. Can you please advise on what mathematics topics should i prepare for this? Any help would be greatly appreciated!
 
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bearish
Posts: 5180
Joined: February 3rd, 2011, 2:19 pm

Re: Economic Capital Model Interview

April 16th, 2021, 7:10 pm

It’s likely to depend highly on your interviewer(s), but time series statistics and optimization would seem like good candidates.