The process took 2 weeks - interviewed at Fhlb Des Moines in May 2009.
Interview Details –
job description was not specific, had little connection to the actual interview.
the interview consisted of specific questions in fixed income, pricing, etc
candidate was expected to be very thorough in concepts to the point, better to know exact definitions of finance terms
people seemed very methodical and not very demanding interms of technical skills, etc
Interview Question – what is duration, convexty, vega, beta, swaps, swaptions, caps, floors Answer Question
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