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Barclays Associate, Securitized Products Interview Questions

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Associate, Securitized Products Interview

8 Jan 2024

Anonymous interview candidate

No offer

Positive experience

Average interview

Application

I applied online. The process took 4 weeks. I interviewed at Barclays (New York, NY) in Dec 2023

Interview

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.

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