I'm preparing for a quant desk interview with a fixed income desk (securitized products), what kind of questions should I do to prepare? I'm going over, bond questions, regular brainteasers, basic programming, pricing fixed income instruments... I don't know if I should touch stochastic calculus and options pricing. Do you think I should also go over stochastic calculus and option pricing questions? The interview is in a few days and I'm kind of tight with time.Thanks.

hello RoniNYC, you would have better chance to be replied in the Careers forum.

QuoteOriginally posted by: edouardhello RoniNYC, you would have better chance to be replied in the Careers forum.EDIT: oh! the administrator has just moved the thread in the Careers forum!

I'm assuming this is for entry level, otherwise probably you wouldn't ask.You could indeed be asked stoch calculus stuff, but nothing too advanced. You are more likely to be asked quant finance questions, like how do you price a power option using BS. You could be asked trickier pure maths questions, like to do some weird integral.Does this help? I don't think so.

Take a look at some of the interview prep books... what you will be asked depends on who is asking you and on what you put on your resume.

Take a look at some of the interview prep books... what you will be asked depends on who is asking you and on what you put on your resume.

thank you guys for your inputs.

QuoteOriginally posted by: RoniNYCthank you guys for your inputs.Ask yourself is this what you REALLY want, and if not what other options are there?If you do not really want this position, but you need a job - and this is the best thing going, then here is a pointer.On a desk, the quant is really the servant of the traders, even if you report to a quant - so know that he (the hiring manager) probably do not want anyone with too much personality (same true for FO - but to a lessor degree) - DO NOT COME ACROSS COCKY etc.Be neutral, answer the brainteaser questions, programming, have some finance (markets) chit chat ready to go - and if this is for a certain company that shall not be named I would suggest seeming enthusiastic about work, try have something about teamwork handy... but remember you do not want to seem like an alpha player - they may skip you then.Still begs the question, do you really want to quant?