Bond Math, questions like exepected value, macro events, market events, how to price a bond, how to structure a macro trade, swaps, how to hedge swaps, mental math, brain teasers
I applied online. The process took 3 weeks. I interviewed at PIMCO (Newport Beach, CA) in Feb 2019
Interview
30 minute phone call with HR first round and 30 minute phone call with PM for second round. Mostly behavioral and asking if you are prepared to relocate to Newport Beach. A third round would have been at their offices.
Interview questions [1]
Question 1
Tell me about your experience that makes you a fit for this role.