CICC Quantitative Analyst Interview Questions
& Process
Real candidates share what happened, how many rounds they had,
and how the experience turned out.
Based on 9 interview experiences · FREE TO READ
Candidate interview experiences
First-hand accounts from people who interviewed at CICC.
CICC
Quantitative Researcher
Mid Average Positive experience Accept offer 1 round
Interview process
Recruiter call Technical screen Background check Offer
Interview formats
Behavioral Technical
The interview process was quite brief, primarily concentrating on my previous work and my understanding of the current market and investment approaches. I was interviewed by two individuals, one senior and one junior. The interview lasted over an hour, and I received an offer the following day.
Confirmed questions1 question
- What was your reasoning for employing MLP in your predictive models?
CICC
Quantitative Analyst
Entry Average Positive experience Accept offer 1 round
Interview process
Onsite Technical screen
Interview formats
Technical Behavioral
I had an onsite interview. The first round had a lot of technical questions focusing on my previous work. For example, they asked why I chose specific methods, if I was aware of alternative methods, and what their advantages and disadvantages were.
Confirmed questions4 questions
- Can you explain this model?
- What was your reasoning for selecting this particular method?
- Are you familiar with any alternative methods that are similar?
CICC
Quantitative Researcher
Mid Average Neutral experience Accept offer 2 rounds
Interview process
Phone screen Phone screen
Interview formats
Technical Coding Behavioral
I had two phone interviews. The first one was pretty intense and focused on math, programming, and finance knowledge. The second one was much more laid-back and covered the day-to-day aspects of the job.
Confirmed questions2 questions
- Could you calculate the return of a portfolio?
- Can you explain some machine learning models?
CICC Quantitative Analyst Interview Questions
Quoted word for word from CICC interview reports.
“What does Martingale refer to?”
Read reports →“How can one test for the stationarity of a time series?”
Read reports →“Could you explain what implied volatility is?”
Read reports →“What is a method for estimating a factor within a multifactor model?”
Read reports →“How do we use GBM in pricing. What's the weakness and solve it by using Ito”
Read report →“Could you calculate the return of a portfolio?”
Read report →“Can you write code to compute the maximum drawdown?”
Read report →“What are the advantages and disadvantages of those other methods?”
Read report →“Can you explain some machine learning models?”
Read report →Formats, difficulty and experience
Across all 9 CICC interview reports.