FICC Quant team?/Know currencies?
I have an interview for a quantitative analyst position. I know a decent amount about options and I guess I know sort of know the basics about the market, but i don't know that much about FICC stuff in general. I mean should I have a canned answer as to where I think the dollar/euro rate is going? Should I know bond convexity hands down? Any advice would be helpful.
Unless Soc Gen quants are a complete joke, you will need to know a lot more than that. From your question it does not seem like you will have a chance. I could be wrong about the demands of the position, but most FICC quants tend to have pretty extensive backgrounds in math and physics. There is a lot more hard mathematics that can be applied in FICC than Equities. Check out nuclearphynance.com if you are serious.
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