I was contacted by a hiring manager and scheduled a one-hour technical and behavioral interview where I was asked about stochastic calculus, probability, matrix operations, and fundamental option knowledge. Overall, the interview was enjoyable.
Other Quantitative Risk Analyst interview reviews for CME Group
I applied through university. The process took 2 weeks. I interviewed at CME Group (Chicago, IL) in Dec 2015
Interview
Applied after I done an internship there. I got the internship through school. First round phone is probability stats brain teaser. Second round is project. Third round in person. Failed at first round
Interview questions [1]
Question 1
Probability that throw a coin three times, a consuccive head happens
I applied through a recruiter. The process took 3 weeks. I interviewed at CME Group (Chicago, IL) in Oct 2015
Interview
Had a phone interview after which they invited me to their Chicago downtown office for in person interview. Had 3, 30 minute long, 1:1 interview. Not much technical but they asked me a lot of conceptual questions. All interviews were right on time and very professional.
The three interviews happened one after the other, the same day. Starting from the most senior person of the team and going down. They all started with what they have been doing and then moving on with the resume, asking about my projects and the relevant courses i took in college.
Interview questions [1]
Question 1
if you have a stream of data and you take a specific number of values from the stream and put them into different tables, how would you know if the process is working efficiently? What if there were a lot of missing values?
In the Black-Scholes model if the risk free interest rate increases, what happens to the payoff? Does the commodity price increase or decrease and why?
