Interest Rate Derivatives Analyst Interview Questions

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Interest Rate Derivatives Analyst interview questions shared by candidates

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J.P. Morgan
Interest Rate Derivative Analyst was asked...17 September 2017

4 questions, 1st programming about sorting, 2nd probability, 3rd interest rate SDE, 4th brain teaser

J.P. Morgan
Interest Rate Derivatives Analyst was asked...7 July 2015

How would you implement a steepening or flattening strategy? If Greece defaults which bonds would you buy? How would you hedge a 2 year bond with 10 year bonds? If the interest rate curve is upward sloping, is the forward curve above or below the yield curve?

HSBC
Interest Rate Derivatives, Manager - Global Finance was asked...27 August 2015

Technical questions such as option pricing, BGM, measuring volatility, etc.

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