Expectations for Capital Markets Quant Analyst interview

It seems that they pursue value and arbitrage opportunities in the credit markets. I added a summary of the JD below.

The role (trade desk analytics: 0-5 years of experience) will support investment decisions, portfolio performance monitoring, fund reporting, and daily asset management oversight. The roles is on a distressed residential mortgage trading desk for a large real estate investment fund manager. You should be proficient at manipulating and analyzing large data sets, have superior knowledge of fixed income mathematics and real estate/ private equity / hedge fund concepts. Responsibilities: building, and maintain financial models, optimizing profitability via measuring/monitoring investment performance, manipulate large data sets (MS Excel, VBA, SQL, and Python). HR mentioned that I'd me meeting with the hiring manager in addition to doing an 'excel test.' (so interview is expected to be a total of 3 hrs.)



Thanks!

 

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