CME Group Quantitative Analyst Interview Questions
& Process
Real candidates share what happened, how many rounds they had,
and how the experience turned out.
Based on 6 interview experiences · FREE TO READ
Candidate interview experiences
First-hand accounts from people who interviewed at CME Group.
CME Group
Quantitative Researcher
Staff Difficult Positive experience Accept offer 2 rounds
Interview process
Recruiter call Phone screen Technical screen Onsite Offer
Interview formats
Technical Behavioral
It was a very very quick process. First, there was a telephone interview, then the final round interview. I interacted with one staff member in the US and one in London. HR was very helpful and quick with replies.
Confirmed questions2 questions
- Math questions were asked.
- Finance questions were asked.
CME Group
Quantitative Analyst
Entry Average Positive experience Accept offer 4 rounds
Interview process
Recruiter call Phone screen Onsite Technical screen
Interview formats
Technical Coding Behavioral
So the interview process had 2 rounds of phone interviews, and then a final onsite interview. The onsite part involved meeting with 5 different people from various departments like Data Analysis, Risk Management, Project Management, Quant, and Development. Each of these meetings was about 30 minutes long.
Confirmed questions8 questions
- Could you explain the different types of SQL joins and their conditions?
- What are your approaches to volatility modeling?
- How would you handle missing data in a dataset?
CME Group
Quantitative Analyst
Entry Average Neutral experience Decline offer 3 rounds
Interview process
Recruiter call Technical screen Onsite
Interview formats
Technical Coding Behavioral
After initial HR screening, I went through several technical rounds. The final stage was an interview with the manager, which included quantitative problems, some coding, math questions, and brain teasers.
Confirmed questions4 questions
- How would you implement the Fibonacci sequence?
- Can you explain the difference between a list and a dictionary?
- Which sorting algorithms do you know?
CME Group Quantitative Analyst Interview Questions
Quoted word for word from CME Group interview reports.
“What are stochastic volatility models?”
Read reports →“What is an option?”
Read reports →“Can you explain the difference between a list and a dictionary?”
Read reports →“How does Monte Carlo simulation apply to financial modeling?”
Read reports →“Can you describe the Black-Scholes-Merton model and its closed-form solution?”
Read report →“Can you explain the different greeks used in risk management?”
Read report →“How would you implement the Fibonacci sequence?”
Read report →“Could you explain the different types of SQL joins and their conditions?”
Read report →“Which sorting algorithms do you know?”
Read report →Formats, difficulty and experience
Across all 6 CME Group interview reports.