State Street Risk Analytics interview questions

This position locates in Hangzhou, China. I saw this position from wechat moments and applied through manager's email. I lived in US and the interviewer happened to be in US too. So there was no time zone issues. The whole interview lasted over 30 minutes and was conducted totally in English. Fortunately, the interviewer was from China, so I had no difficulty in understanding his accent. Actually I found myself quite comfortable with it. When comes to the question. Almost every question is technical, only a few behavioral. I was asked about the ordinary least squares of linear regression, time series analysis, stochastic process as well pricing theory. I had not learned time series at that time, and I had not idea about stationarity, not to mention the AR model. It was a quite helpful interview, from which I found there were some deficiencies in my knowledge framework. I am now studying time series analysis and find it quite interesting.