Fit questions: 1) tell me three things about you not covered anywhere in the resume 2) Is this job 100% perfect for you. If not, what is it missing 3) If you get hired, which aspect of the job are you most worried about? Other 1) if you were given $1m, where would you invest
Why do you wang to work for us?
What is the actual duration of a 5-year treasury bond
- standard technical questions you can expect on a FI portfolio associate - range from cash bonds to both credit and rates derivatives - from specific ones like portfolio duration, fx risk hedging etc, to CDS and CDX tranche, to macros like inflation and your own understanding of central bank/macros
What is bond duration. How does a bond move if interest rates change.
Being able to walk through how specific financial products work
Calculate convexity on various curve trades Calculate volatility on 10yr it’s Given various products, how would you trade them in various market conditions including hedges End to end of mbs (creation to impact from interest rates) What products have positive convexity Calculate duration Trading strategies: bond futures basis - how do you identify the ctd bond (and: highest implied repo rate) and explain the connection to the funding mkts What are the risks of (some) index that I’d never heard of so I didn’t even know what the products that trade in it were so I didn’t know how to evaluate risk Some more index risk related questions Do you know how to code? This is all I remember
Tell me about your previous work?
Given experienced position a lot of focus on portfolio/bond specific questions which is easy when you are doing the job already. Some behavioural dealing with pressure working with others the standard stuff really
Why are you looking for a job right now?
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