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CME Group Quantitative Analyst Interview Questions

The questions to prepare for a CME Group Quantitative Analyst interview. Questions from real interview reports rank first. Updated weekly.

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Modeling FX SwapsHard

Tests your ability to model FX derivatives and specify key assumptions and cashflows.

modeling
CME Group
Put-Call Parity and VaR
Hard

Evaluates your command of core option relationships and risk measurement concepts.

CME Group
American vs European Options
Medium

Assesses your understanding of option exercise features and their implications for pricing.

pricing
CME Group
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C++ FunctorsMedium

Tests your understanding of C++ callable objects and practical usage.

c++
CME Group
Optimization Problem Programming
Hard

Evaluates your ability to formulate and implement optimization methods.

Programmingoptimization
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Handling Missing Data
Medium

Assesses your data cleaning and modeling choices under incomplete information.

data handling
CME Group
Monte Carlo Parameters and Setup
Medium

Tests your ability to set up Monte Carlo simulations and choose appropriate modeling parameters.

Risk Management
CME Group
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SQL Joins and Filters
Easy

Evaluates practical SQL skills for joining data and applying filters correctly.

Joinssql
CME Group