Ho presentato la mia candidatura online. Ho sostenuto un colloquio presso J.P. Morgan (Pechino, Pechino) nel mese di nov 2017
Colloquio
I received the email one week before the interview that I had the chance to decide the appropriate time for interview and the subject of it. I had to choose one among four subjects that I thought I was relatively strong in: a) Stochastic Modelling, b) Numerical Methods,c)Statistical Analysis/Time Series Analysis/Data Mining/Machine Learning, d)Programming.
In the interview, which lasted 45 minutes, I was first asked to introduce myself shortly, then I was asked four questions whose answers were all exact numbers, I could take time calculating it and the interviewer enlightened me several times if I had no idea or he thought that I headed for a wrong direction. Questions were really basic.
After answering all the questions, we began discussing resume. Interview ended when time was up.
Domande di colloquio [1]
Domanda 1
1)X,Y are standard random variables, the correlation is 0.5. Given X, what's the conditional distribution of Y?
2)A,B,C are r.v.s. correlation between A and B is 0.9, between B and C is 0.9. is it possible that A is unrelated to C?
3)Given two assets, their average return, variance of return and correlation. Find a portfolio such that the sharpe ratio is optimal.
4)toss coins consecutively, get 1 pt if head is up and 2 pts if tail is up. So we can get a sequence of total points. Question: what is the probability that we have 100 pts in this sequence?
Ho presentato la mia candidatura online. La procedura ha richiesto 3 mesi. Ho sostenuto un colloquio presso J.P. Morgan nel mese di feb 2022
Colloquio
I interviewed for the position of Quantitative Research Associate for three different desks at JPM. The HR/recruiting teams for each of these groups did not communicate well with themselves internally. In total I had 6 interviews with the wholesale credit team, 2 with their RAAS group, and 1 with their rates desk.
Eventually, I received an offer from their wholesale credit team for what I believed was a below market offer. When I attempted to negotiate, they came back saying this was the most they can do, and I walked away.
Domande di colloquio [1]
Domanda 1
Standard Python programming, statistics, and probability questions that you are expected to know for this level
What is a decorator and how is it used?
Describe basic data structures and their uses.
Describe how importance sampling works.
Ho presentato la mia candidatura online. Ho sostenuto un colloquio presso J.P. Morgan
Colloquio
I took an online assessment: two codings questions plus one written exam. preparation for a week or two. Suggest leetcode to practice. Very long waiting period for phone interviews.