Read bonds documents and try to model what they mean
Quantitative Analyst Interview Questions
10,163 quantitative analyst interview questions shared by candidates
Standard behavioural interview questions i.e. why do you want to work for us?
What is polymorphism? If you have N bonds, each can either default or not default, how many possibilities are there?
walk through your resume and behavioral questions
Describing a challenging project that you did.
coin flip probs, additional conditions
some coin toss / card problem with follow-ups
Where do you see yourself in 5 years?
How would you price a vanilla option?
6-month treasury bill priced at $98, 1-year treasury priced at $90. What is the 6m-1y forward rate?
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