Ho presentato la mia candidatura online. La procedura ha richiesto 4 settimane. Ho sostenuto un colloquio presso Barclays (New York, NY) nel mese di dic 2023
Colloquio
It was smooth with 3 rounds.
ASked me about VaR distributions and DV01 approximations for a 0.01% IR moves.
Asked me about Vega of a MBS security. Complete description about VaR.