Acudí a una entrevista en J.P. Morgan (New York, NY)
Entrevista
1st round with hiring manager. We talked about my background and projects on CV. Then moved on to simple bond math and intuition behind credit spread calculations. Familiarize yourself with CDS.
Preguntas de entrevista [1]
Pregunta 1
Given two CDS contract on the same entity. How to set up an arbitrage and what's the net profit?