Second round interview with Lazard Asset Management

Hey everyone, I have a second round interview for a Portfolio Analyst position in convertible bonds at LAM. I haven't really had asset management interviews before, and the first round was fairly relaxed - I spoke with the portfolio managers, they asked me kind of general things about my experience and what I know about convertibles, FX hedging, etc.

The next round will be with 3 MDs and it will be twice as long (1.5hrs). Given the position is fairly entry-level, what kind of thing should I expect in an interview like this? The main responsibilities for the role are: assisting with control of Net Asset Values, computations regarding FX hedging and derivatives orders, plus preparation of marketing material (presentations, factsheets, commentaries and RFPs).

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