I applied through a recruiter. I interviewed at Valley Bank (New York, NY) in Nov 2022
Interview
The Model Risk Team Leader interviewed for technical background. Then the Credit Risk Management folks will reach out for more behavior questions and checking if you are a good fit to the team's envirnment
Interview questions [1]
Question 1
1. what's the Covariance-Stationary of a regression? 2. Tell me about your quant background.