CitiBank Data Scientist Machine Learning Interview Questions
Master your tech interview with our curated database of real questions from top companies.
Diagnose and fix linear regression assumption breaks
OLS Assumptions, Diagnostics, Remedies, and Refitting Under Heteroskedasticity and Multicollinearity You are fitting a linear regression with Ordinary...
Discuss logistic regression limitations for PD
Limitations of Logistic Regression for PD (Probability of Default) Modeling Context You are building a credit risk Probability of Default (PD) model w...
Handle missing values for LGD modeling
Handling Missing Values for LGD Modeling Context You are building a Loss Given Default (LGD) model using account- and borrower-level features captured...
Explain PD model validation steps
Validate a Newly Developed Probability of Default (PD) Model Context Assume you have built a retail credit Probability of Default (PD) model with a 12...
Identify top exposures and mitigate
Portfolio Risk Identification and Mitigation Proposal Context You are evaluating a commercial/corporate lending portfolio. Assume you have loan-level ...
Compute EL and RWA from loan data
Task: Compute Portfolio EL and RWA from Loan-Level PD, LGD, EAD Context You are given an anonymized, loan-level dataset with at least the following fi...