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Econometrics for Prepayment and Default

Medium
Statistics & ProbabilityRegressionCausal Inferencerisk modelingAsked 1 times

Problem

What econometric techniques would you use to model mortgage prepayment risk or default probability at Freddie Mac?

Practicing as: Data Scientist interview at Freddie Mac

Hi, I'll play your Freddie Mac interviewer for the Data Scientist role. Candidates describe these interviews as mostly positive and moderately difficult, so expect me to be friendly and conversational. Take your time with the question above and answer like we're in the room.

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Freddie Mac Data Scientist Interview QuestionsFreddie Mac Interview Questions
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