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
