Working in Structuring

Structuring is very cool, is a sort of hybrid position as it requires you to have skills that are requested for quants, traders, sales and also risk managers. I think it gives you a great view of the market and an excellent product knowledge

cross asset is also very cool but it might be quite complex as you will be mixing credit with equity with fx and so on. to get an idea on what your day could look like, let's make an example. (luckily enough today is quite chilled at work)

you work in that team and a client (usually other banks or funds or even corporates) asked for a product that has the feature of having the payoff determined by a best of a basket of stocks, or linked to credit performance.. it also has to have a downside protected and why not, paying a specified yield on a regular basis if is not redeem. It should also pay in another currency, so you want to put the quanto feature as well to reduce the fx risk.

this is an approximation on common products they look after and create for client

interviews wise, just look at how structured products are built and priced.. look at products like autocallable,reveserse convertible, phoenix, general barrier options and go over the pricing of options as well. get a view on the market and boost your mental math as much as possible. i would also prepare for brainteasers 

hope it helps