Quantitative Research Associate Interview Questions in New York City, NY | Glassdoor

# Quantitative Research Associate Interview Questions in New York City, NY

19

Quantitative research associate interview questions shared by candidates

## Top Interview Questions

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### Quantitative Research Associate at J.P. Morgan was asked...

Jun 22, 2013
 If implied volatility is lower than realized, how does one make money hedging a call option?2 Answershedge with implied volbuy the call (the option is "cheap") and delta-hedge it. You will be long implied vol and it's good for you since you expect it to rise !

### Associate - Quantitative Research at J.P. Morgan was asked...

Jan 23, 2016
 1. How do you simulate stock price with VBA? 2. Std.=? 3. VaR=? 4. Three doors, it takes you 1 minute to go through the first door, it also takes you 1 minute to go through the second door, it make your speed slow down 1/2 after going through third door. Only the first door is the right way to go out. You choose each door with the equal probability. How much time will you go out in expectation? 5. You have n 1-meter long ropes, and you could connect two nodes together n-1 times. What is the probability for you to finally get a whole n-meter long rope without rings?2 Answers1\2\3\5 is easy. 4 is infinite.The above answer on 4 is not correct. One can use conditional expectation to solve this. Just write E[T] = E[T|enter door 1]+E[T|enter door 2]+E[T|enter door 3] to obtain an equation of E[T].

### Quantitative Research Associate at J.P. Morgan was asked...

Mar 9, 2017
 Derive Black Scholes/ Sample mean and confidence intervals/ Forward contracts/ plenty of Stochastic calculus in Superday/ Basic probability - coin toss (probability of getting two sixes in a row in 3 tosses)Be the first to answer this question

### Quantitative Research Associate at Two Sigma was asked...

Mar 3, 2010
 How might you store an arbitrary decimal number?Be the first to answer this question

### Associate - Quantitative Research at J.P. Morgan was asked...

Nov 16, 2016
 Resume related questionsBe the first to answer this question

### Quantitative Research Associate at Two Sigma was asked...

Dec 1, 2016
 Statistics and math brainteasersBe the first to answer this question

### Associate - Quantitative Research at J.P. Morgan was asked...

May 8, 2015
 Brainteasers like rolling dices, asset pricing models, sto calculus, linear algebra, etc.Be the first to answer this question

### Quantitative Research Associate at J.P. Morgan was asked...

Jan 31, 2013
 noBe the first to answer this question

### Quantitative Research Associate at PDT Partners was asked...

Nov 26, 2014
 Nothing strange was asked, familiarization with their work may helpBe the first to answer this question

Mar 8, 2016