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searchingforbananas's picture

Societe Generale FICC Quant team?/Know currencies?

by searchingforbananas (Monkey, 36 Banana Points Points) on 9/30/08 at 11:16pm

I have an interview with Societe Generale FICC for a quantitative analyst position. I know a decent amount about options and I guess I know sort of know the basics about the market, but i don't know that much about FICC stuff in general. I mean should I have a canned answer as to where I think the dollar/euro rate is going? Should I know bond convexity hands down? Any advice would be helpful.

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McGyver's picture

Unless Soc Gen quants are a

by McGyver (Senior Baboon, 226 Banana Points Points) on 10/1/08 at 9:43am

Unless Soc Gen quants are a complete joke, you will need to know a lot more than that. From your question it does not seem like you will have a chance. I could be wrong about the demands of the position, but most FICC quants tend to have pretty extensive backgrounds in math and physics. There is a lot more hard mathematics that can be applied in FICC than Equities. Check out nuclearphynance.com if you are serious.

nauru's picture

Nevermind a quant interview,

by nauru Certified User(Senior Baboon, 197 Banana Points Points) on 10/1/08 at 5:20pm

Nevermind a quant interview, you would need a lot more knowledge than that to even make it through a normal FICC interview.