Credit Trading interview - Phone interview for a credit quant
Hey WSO,
I have a phone interview for a credit quant trading role at a BB. My background is math major from top 10 US school then forex quant trading, a fairly equal between split intraday long / short using mathematical and technical techinques and spot / forwards arbitrage. Some techniques I use employ stochastic calculus in the form of hitting probabilities and exit times.
What would be your recommendation for this upcoming interview? Let's assume for now it'll be both technical and theory.
My rough plan right now is to slant towards the mathematics side of things with a general sense of credit strategies. I should be good for the programming.
1. Stochastic Processes - Hitting Probabilities and exit times (my core skillset)
2. Girsanov theorem and risk measures.
3. The different type of credit derivatives.
4. Multithreading, classes, inheritance, design patterns, most of which I'm familiar with.
What I need some direction in are 1. the key concepts in stochastic calculus that is specific to this business 2. the basic credit trading strategies.
Thanks and cheers,
Nijikon
Credit Trading Interview - Interview coming up for a BB (Originally Posted: 06/10/2011)
Hello people,
I have an interview coming up at BB with emerging markets credit trading desk. This is a first time I am interviewing for a trading position. Any idea what kind of questions I should be preparing myself for? Any advice will be greatly appreciated. For now, my problem is that I do not know where to start in terms of preparation.
Cheers
Depends on the bank. Expect brainteasers, competency questions and mental arithmetic.
grip
What type of position is it for on the desk? What is your experience? I've had a few interviews that were just competency based, nothing technical at all. They wanted to know if I would get along with the desk and handle the work
Credit Trading Interview - FT credit trading interview (Originally Posted: 05/07/2011)
Hi All,
I've got a FT credit trading interview coming up with a BB next week and was looking for some advice.
Basically, I think I've a good idea of the general macro environment but knowledge of bonds, CDS etc. could be better. I know the basics but when moving on to talk about asset swap spreads and CDS basis, I get the general idea but couldn't explain them thoroughly.
Could anyone suggest a guide or even a list of concepts to get?
Thanks,
JB
Omnis dolorem quod ipsam laudantium. Possimus assumenda quibusdam incidunt aspernatur omnis et fugit. Voluptatem velit eveniet mollitia. Sunt consequatur magni minima delectus quibusdam commodi facilis. Nesciunt praesentium ut libero qui.
Eligendi exercitationem adipisci culpa et consectetur. Et veniam corporis mollitia sed qui qui. Non incidunt aperiam ab est voluptas eveniet fugiat reprehenderit.
Et harum cum non ut explicabo corrupti ducimus. Inventore molestiae est consectetur qui quod. Voluptatem et nam modi iure molestiae corrupti molestias non. Beatae rerum aut et provident nemo at.
Modi magnam beatae consequuntur dolorem dicta error vel. Dicta et eveniet consequuntur quia sed sunt suscipit.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...
Dolores sint modi maiores. Quo ea at autem voluptates eveniet. Debitis rem dolore et tempore beatae.
Quia soluta reiciendis velit unde. Culpa voluptas et ducimus veniam optio. Rerum at mollitia et similique dolorum eveniet. Occaecati aut aut nobis fugiat et non explicabo. Omnis similique est placeat perferendis. Reprehenderit ut laudantium veniam earum suscipit debitis. Sed nihil saepe illum molestiae deleniti.