Citi Interview Questions for a full-time job as a Model Validation Analyst, MRM.
Process – Resume shortlisting followed by 2 rounds of interviews.
First Round (Duration 1 hr):
- Introduction and a resume-based discussion
- How did you assess the model performance? Which metrics were used?
- Can you explain some other metrics used to assess a classification model?
- Suppose you have two models with the same KS value. However, in one model the KS lies in the second decile whereas in the second model the KS lies in the third decile. Which model is better according to you assuming that both the models are performing equally well on all the other metrics?
- Do you know about the different types of joins? (Left/Right/Inner/Outer)
- Is it possible to get more rows than the left table after performing a left join?
- Can you explain linear regression in layman’s terms?
- How is logistic regression different from linear regression?
- What are the assumptions of logistic regression?
- How do you test for the assumptions of logistic regression?
- What is VIF and can you describe its formula?
- What is the difference between R-squared and adjusted R-squared?
Second Round (Duration-20 mins):
- Can you please introduce yourself?
- Detailed discussion about the projects of my current role.
- What is your location preference?
- What is your current compensation? What are your expectations?
- Do you have any questions for me?
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