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Economic Capital Model Interview

Posted: April 16th, 2021, 2:52 pm
by kirti
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!

Re: Economic Capital Model Interview

Posted: April 16th, 2021, 7:10 pm
by bearish
It’s likely to depend highly on your interviewer(s), but time series statistics and optimization would seem like good candidates.