Pregunta de entrevista de UBS

Q1: Explain different interest rate models and differentiate between one-factor and multi -factor model Q2: What is CVA and how it is calculated ? Q3: How local volatility is different from stochastic volatility? Q4: Practical situation was given and I had to calculate VAR at 99.9% CI? Q5: What are Digital Options and how delta can be calculated for them ? Q6: If you have two datasets then how you'll join them ? Q7: Explain different types of credit risk metrics with examples? Q8: Why you dont want to Join Startup ? Q9: Why Black scholes is not applicable for Interest rate options ? Q10: Which assumptions of Black schole model are most important ? There was more than 10 questions but I remembered only these 10 Hope it helps :)