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Simulation Platform for Underwriting

Hard
System DesignsimulationModel Evaluationrisk modelingAsked 1 times

Problem

How would you design a simulation platform to test the performance of new underwriting models against historical loan data at Upstart?

Practicing as: Machine Learning Engineer interview at Upstart

Hi, I'll play your Upstart interviewer for the Machine Learning Engineer role. Candidates describe these interviews as mixed and moderately difficult, so expect me to be professional and fair. Take your time with the question above and answer like we're in the room.

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