Skip to contentSkip to footer

Quantitative Research Internship Interview Questions

Salaries
Interviews

3,502 quantitative research internship interview questions shared by candidates

Round 1: Standard DSA medium-level problem, OOPs basic and Questions related to Options and Swaps. A bit of resume grind as well. Round 2: 3-4 Standard DSA questions of medium to hard level and OOPs in-depth. Round 3: Resume grind and a lot of in-depth finance questions(maths intensive) from black-scholes and other concepts
avatar

Quantitative Researcher

Interviewed at JPMorganChase

3.9★
Sep 30, 2024

Round 1: Standard DSA medium-level problem, OOPs basic and Questions related to Options and Swaps. A bit of resume grind as well. Round 2: 3-4 Standard DSA questions of medium to hard level and OOPs in-depth. Round 3: Resume grind and a lot of in-depth finance questions(maths intensive) from black-scholes and other concepts

Great focus on stochastic calculus questions, such as brownian motion, martingale, application of ito lemma. (Whether W^3 is a martingale or not, if not, add a term and makes it a martingale). Markov chain (2 people play a game, roll the dice one by one, the person who first roll the 6 win, what is the probability of the 1st person to win). Some probability and statistics questions. A little linear algebra. 3/5 questions are maths, 1/5 questions are coding (such as the inheritage of the class in C++), 1/5 are financial questions(delta hedging, butterfly option spread).
avatar

Quantitative Research Associate

Interviewed at J.P. Morgan

3.9★
Mar 21, 2017

Great focus on stochastic calculus questions, such as brownian motion, martingale, application of ito lemma. (Whether W^3 is a martingale or not, if not, add a term and makes it a martingale). Markov chain (2 people play a game, roll the dice one by one, the person who first roll the 6 win, what is the probability of the 1st person to win). Some probability and statistics questions. A little linear algebra. 3/5 questions are maths, 1/5 questions are coding (such as the inheritage of the class in C++), 1/5 are financial questions(delta hedging, butterfly option spread).

Define a random variable, conditionnal expectation, independency of r.v. What is a Lasso/Ridge regression ? What is a PCA ? what is the main hypothesis ? What is Monte Carlo ? Monte Carlo with rejection sampling ? What optimisation algorithms was I able to explain ? What are bayesian statistics ?
avatar

Off Cycle In Quantitative Research

Interviewed at J.P. Morgan

3.9★
Nov 9, 2015

Define a random variable, conditionnal expectation, independency of r.v. What is a Lasso/Ridge regression ? What is a PCA ? what is the main hypothesis ? What is Monte Carlo ? Monte Carlo with rejection sampling ? What optimisation algorithms was I able to explain ? What are bayesian statistics ?

Viewing 1431 - 1440 interview questions

Glassdoor has 3,502 interview questions and reports from Quantitative research internship interviews. Prepare for your interview. Get hired. Love your job.