Me postulé en línea. El proceso tomó 4 semanas. Acudí a una entrevista en J.P. Morgan (Londres, Inglaterra) en ene 2013
Entrevista
First round interview (telephone) :
- CV walkthrough
- Thesis walkthrough
- Probability questions (expectations, coin machine, etc.)
- Some basic C++ questions (OOP, virtual function, ..)
Second round interview (telephone) :
- More probability questions
- Harder C++ OOP questions
- How to price EU and Am options using binomial trees
- How to price a barrier option using Monte Carlo simulation
Interviewers were very friendly
Preguntas de entrevista [1]
Pregunta 1
Something about ocean python, I had no clue what that was, and oceanography wasn't my field
Me postulé en línea. Acudí a una entrevista en J.P. Morgan
Entrevista
They sent me a coding challenge made of 3 tests and a small essay. The tests were on algorithms while the essay was on a previous quantitative project. The test was recorded and you had to explain the algorithms on video.