I applied through a recruiter. The process took 1+ week. I interviewed at J.P. Morgan in Jul 2015
Interview
Interview for two different positions, one for front office and the other for a rates role. First a phone interview that lasted an hour for front office role and then a problem for the rates role. Got 5 days to solve the problem. A few weeks later learned they had someone else they had hired who hasn't accepted the offer. Kept my profile on file, all according to the recruiter.
Problem assigned - Future expectation value of arbitrary function of S, E[phi(S(t))] where dS=sigma(S)dW. Asked to solve via PDE vs stochastic. Code in C++ or else to show the methods are equivalent for various different functional forms of sigma and phi.
Candidates applying for Junior Quant Analyst roles take an average of 10 days to get hired, when considering 1 user submitted interviews for this role. To compare, the hiring process at J.P. Morgan overall takes an average of 27 days.
Common stages of the interview process at J.P. Morgan as a Junior Quant Analyst according to 1 Glassdoor interviews include:
Phone interview: 50%
Skills test: 50%
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