CME Group Quantitative Risk Manager Analyst Interview Questions | Glassdoor

CME Group Quantitative Risk Manager Analyst Interview Questions

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Quantitative Risk Manager Analyst Interview

Anonymous Interview Candidate in Chicago, IL
No Offer
Positive Experience
Average Interview

Application

I applied through an employee referral. The process took 4+ weeks. I interviewed at CME Group (Chicago, IL) in January 2011.

Interview

CME Group is very deliberate in their interview process. Expect a phone screening, followed by an initial interview about 3 weeks later, followed by an additional 1-2 rounds. The phone screening for this job asks how many years of experience and whether your knowledge is current in the following areas: fx swaps, interest rate swaps, swaptions, CDS, CDO, vanilla options, matlab, c++, monte carlo, VaR. They also ask about presentation skills, team lead experience, whether you are open to a move to NY, and what your salary requirements are. The first round in-person interview is fairly relaxed, general questions about the above topics, no serious technical questions though.

Interview Questions

  • How would you model an FX swap?   1 Answer
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