Envié una solicitud electrónica. El proceso duró 4 semanas. Acudí a una entrevista en Barclays (New York, NY) en dic 2023
Entrevista
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.