J.P. Morgan Associate Quantitative Research interview questions

I received the email one week before the interview that I had the chance to decide the appropriate time for interview and the subject of it. I had to choose one among four subjects that I thought I was relatively strong in: a) Stochastic Modelling, b) Numerical Methods,c)Statistical Analysis/Time Series Analysis/Data Mining/Machine Learning, d)Programming. In the interview, which lasted 45 minutes, I was first asked to introduce myself shortly, then I was asked four questions whose answers were all exact numbers, I could take time calculating it and the interviewer enlightened me several times if I had no idea or he thought that I headed for a wrong direction. Questions were really basic. After answering all the questions, we began discussing resume. Interview ended when time was up.

The first-round interview was less technical than expected. Quickly went over my resume and then it was mostly brainteasers and basic probabilities with one simple application of the Black-Scholes model and one programming question. The interviewer gave some tips for the trickier questions. Reading any interview prep book is well-advised.