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      Index Quant Analyst Interview

      4 May 2022
      Anonymous interview candidate
      Chicago, IL
      No offer
      Neutral experience
      Easy interview

      Application

      I applied through a staffing agency. The process took 2 weeks. I interviewed at Cboe (Chicago, IL) in Mar 2022

      Interview

      There were 3 rounds. The 1st round was with hiring manager. He went through a lot of tech details e.g. CAPM, Mean Variance, Greek letters etc. It was really nice. The 2nd round was with head of the team. The head was from S&P. Therefore, he was very knowledgable. The 3rd round was with the team. However, they focused more on behavioral questions like what if your colleague wanted to take off in the afternoon before Christmas, what would you do. It was a silly question, I mean I replied I would check whether he needed any help or not and lended a hand if this is the case. Frankly speaking, this kind of "culture fit" question could never seek out the "true" answers from candidates. When I asked in Q&A, "what is your favourite project on hand so far", they were stuck at there and one of them replied: emmm...I dont know whether it sounds interesting to you but I am recently doing backtesting....Come on, if you do not think your work is interesting, how will the candidate think?

      Interview questions [1]

      Question 1

      What is CAPM? Have you ever used Mean Variance Analysis? Greek Letters. What is the difference between List and array?
      Answer question
      1

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