I applied through an employee referral. The process took 2 weeks. I interviewed at Deutsche Bank (Mumbai) in Feb 2021
Interview
2 rounds of interview. Good experience. Product knowledge is necessary. Especially bond and swaps. Like interest rate swap, credit default swap. Valuation and pricing. Why is my 30 words not getting filed to
Interview questions [1]
Question 1
1. Walk me through hour CV
2. Tell me about your regular day at work
3. Outlook for call and put option
4. How to hedge with CDS. What will be the cash flow recieved if the issue defaults and the protection seller has to pay.
5. Relationship between bond and interest rate
6. Yield curve.
7. Calculation of value of Zero coupon bond and coupon bond
8. How to value a bond
9. Why is there inverse relationship between price and int rate of bond
10. Where does a CDS go in balance sheet and where does a bond go
11. Interest rate swap structure
12. Bond futures
13. Structure of IRS. Is notional exchanged. What is it used for