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How in depth are we getting here? At a bare minimum I would recommend that you know about types of joins, grouping commands (count, average, sum), difference between primary and foreign keys, and what an index is
What ET said... That's probably the bare minimum.. another bare minimum I'd think of would be problems such as Cartesian jobs etc if join not identified correctly, etc..
Btw, what Fin/S&T/IBD role has you interviewing for SQL?