J.P. Morgan Associate - Quantitative Research interview questions

Great focus on stochastic calculus questions, such as brownian motion, martingale, application of ito lemma. (Whether W^3 is a martingale or not, if not, add a term and makes it a martingale). Markov chain (2 people play a game, roll the dice one by one, the person who first roll the 6 win, what is the probability of the 1st person to win). Some probability and statistics questions. A little linear algebra. 3/5 questions are maths, 1/5 questions are coding (such as the inheritage of the class in C++), 1/5 are financial questions(delta hedging, butterfly option spread).