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      CME Group

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      Junior Quantitative Analyst Interview

      17 Apr 2015
      Anonymous employee
      Chicago, IL

      Other Junior Quantitative Analyst interview reviews for CME Group

      Junior Quantitative Analyst Interview

      21 Jan 2015
      Anonymous interview candidate
      No offer
      Neutral experience
      Average interview
      Accepted offer
      Positive experience
      Average interview

      Application

      The process took 2 weeks. I interviewed at CME Group (Chicago, IL) in Jan 2015

      Interview

      2 rounds of phone interview, 2nd round on site interview. There will be 5 people from different department interview separately for 30 mins each. Data analyst, Risk manager, Project Manager, Quant, Developer.

      Interview questions [5]

      Question 1

      SQL basic: different type of join and condition
      Answer question

      Question 2

      Volatility modeling
      Answer question

      Question 3

      How to deal with missing data
      Answer question

      Question 4

      BSM model, closed form solution, monte carlo simulation, stochastic volatility model
      Answer question

      Question 5

      Template, Class related question, Data structure
      Answer question

      Application

      I applied through university. I interviewed at CME Group

      Interview

      After receiving your resume, the HR consulting firm would reach you, arranging the interview. The first round is phone interview, the second round(I did not enter in that round) would be paper test and face to face interview. The content of the interview was comprehensive, including a lot of C++ questions, such as the diff between pass by name/reference, the benefit of initialization list, containers, etc; some typical brain teaser questions; and financial questions like the GARCH models, put-call parity and the Greeks

      Interview questions [1]

      Question 1

      No, if you prepared it well, the first round is not difficult
      Answer question