BlackRock FMA, UAE — Round 1 end of month. Looking for info on process, technical prep, and regional specifics

Hey guys, would appreciate your help in prepping for an upcoming interview.

0. Background

• ~5 years at MBB consulting in the Gulf focused on sovereign wealth funds.
• Earlier internship at a bulge bracket in the Middle East (markets classification, emerging market crisis monitoring).
• GCC national.
• Applying for Financial Markets Advisory role, targeting VP in Gulf office; open to Associate if calibrated that way.
• Round 1 scheduled by end of month.

What I’m trying to learn:

1. Interview structure and content

• Depth of technicals to expect: duration/DV01, convexity, spread math, carry/rolldown, portfolio attribution, liquidity segmentation, stress/scenario design?
• Case format: pen/paper vs short Excel build. Typical time box. What “good” looks like?
• Will they under-index on technicals or have a higher bar given that I'll be competing against ex-bankers / PE folks?

2. Positioning a strategy consultant into FMA

• Best ways to translate consulting work into FMA lanes:
  • Capital-markets and transaction support
  • Data/analytics and financial modelling?
• What evidence reads as VP-calibrated (scope, client altitude, outcomes) vs Associate.

Would appreciate any help. Thanks!