I interviewed at Income Research + Management (Boston, MA)
Interview
I interviewed with 6 people in two rounds. They required a total of 6 references. 3 of them must be your former managers. They seemed very picky in choosing the candidates.
At least 3 rounds of interviews. Fixed income specific expertise expected.
Interview questions [1]
Question 1
How do you define key rate duration, convexity and optionality? What is a challenge you had to overcome and how did you specifically determine a process to resolve it? Bloomberg specific questions/
