I'm assuming this is for SA first round. Know your bond math, what duration (maybe convexity) is, basic options hedging strats, what the Fed does, where major indices and currency pairs are trading at, etc. For markets based questions, most important is to have a view and back it up/know what you're talking about; interviewers can sniff out BS easily, so do not bring up anything you're not confident in if they don't ask you first. Besides that, just nail your behaviorals and brain teasers. Basic options greeks and stock pitch usually come later down the line in the interview process.

 

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