J'ai passé un entretien chez J.P. Morgan (New York, NY)
Entretien
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.
Questions d'entretien [1]
Question 1
Given two CDS contract on the same entity. How to set up an arbitrage and what's the net profit?