How to Prepare for Algo rates interview
Ok So I have an interview for an algorithmic rates trading desk and I have a good knowledge of programming so I have no fear on that front.
What I am worried about however is my knowledge on interest rates. I know the basics on IR swaps, swaptions, fed funds, discount window and basic bond valuation (duration & convexity). Does this sound like a strong enough background for an intro rates trading position?
Should I be watching any specific economic indicators and yield curves? What kinds of questions should I be prepared for.
Thanks in advance, I just created an account for this question so I hope it doesn't come off as trolling.
good username.
help please!
Your basic knowledge should be fine. If you want to brush up, read "Understanding the Yield Curve" papers.
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