Straightforward, the interviewer asked me a couple of questions, some basic and others a little bit more difficult. Normal related to the field questions. Went over my previous experience and qualifications specific to the role I was applying for, where the interviewer tried to assess whether I was capable of doing the actual job.

There were 3 interviews in total, with all senior team members. Different scope – from product knowledge to technicalities and math. Was asked to write down formula for forward rate, price an interest rate swap. Also questions about delta, hedging, how to optimize portfolio of two assets, etc. Was asked about my product experience.