Citibank Machine Learning Interview Questions
Practice the exact questions companies are asking right now.
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...
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...
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...
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...
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...