Quantitative modeller applicants have rated the interview process at JPMorganChase with 3 out of 5 (where 5 is the highest level of difficulty) and assessed their interview experience as 100% positive. To compare, the company-average is 72.5% positive. This is according to Glassdoor user ratings.
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Overall interview process was pretty good.Was asked Questions on stochastic calculus, stats and probability. Candidate should be well versed in distributions, mgfs and applications of stochastic calculus.So things like discounted stock prices are a martingale. Instead of focusing on derivations.