Explain why do MBS securities have negative convexity.
Portfolio Interview Questions
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What type of information did you review about a portfolio in your previous job?
1) Explain mbs products and how they are related to rates 2) Explain products you would trade in a specific macro economic environment and what/how would you hedge them 3) many many duration related questions 4) 4 different asset classes - rank them on volatility 5) why do you want this job? 6) explain a time when you disagreed wit your boss 7) questions on team dynamic and how you interact/ when you thrive 8) calculate/estimate the duration of an interest rate swap (fixed for floating) 9) explain rates on mbs and questions on rates/mbs pool sizes I think that’s all. Can’t remember anymore
Personal area of interest
They will ask you if a bond has a certain coupon how will the price change if interest rates change.
Perguntas padrão de RH.
What is essential to be successful in sales?
Name best and worst trade ideas
What's your financial background ?
Tell me about yourself ?
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