Me postulé en línea. Acudí a una entrevista en Citibank (New York, NY) en jun 2026
Entrevista
Explain negative convexity in MBS, what are the differences in hedging MBS between swaps, swaptions, TBAs? Why MBS cash flows are not static? What is the basis risk in MBS? What is the cheapest to delivery option for TBA? How would you perturb market data?