I applied online. The process took 4 weeks. I interviewed at MUFG (Toronto, ON) in Apr 2021
Interview
3 rounds of interviews including HR, Senior Analyst and Director, most are technical questions. For final decision making, there is additional request to submit a risk report and executive summary. Level of difficulty is average.
Interview questions [1]
Question 1
1. Explain PD, LGD, EAD
2. Python Questions: use 'describe' to show the dataframe's info
3. what is p-value
4. confidence interval
5. How to find outlier
6. VaR