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Sell-side · Investment bank, Quantitative Research · New York City
One of the more math-rigorous sell-side interviews, master Itô's lemma and the Black-Scholes derivation cold, plus C++.
JPMorgan's Quantitative Research (QR) is a distinct, math-heavy central function developing derivatives-pricing and model-validation models across asset classes.
For QR specifically, expect to derive rather than recite, stochastic calculus is central.
Roles they hire
Quant Researcher · Model Validation · Risk Quant · Quant Developer
Interview processas publicly reported
- 1
Online assessment
HackerRank-style: math, probability/counting, DS&A MCQs, and coding.
- 2
Recruiter + technical screen
Background/behavioral, then a Zoom round with live coding.
- 3
Technical rounds
~5–7 interviews at later stages mixing technical, project, and behavioral; process ~3–4 weeks. India campus route reported as ~4 rounds including an online test.
What they test
Prep tips
- ▸Master Itô's lemma and the Black-Scholes derivation cold, expect to derive, not recite.
- ▸Be strong in C++ as well as Python; practice probability and counting.
India recruiting
Major India footprint (Mumbai, Bengaluru, Hyderabad); Mumbai is a key hub. Quant/QR and model-risk roles exist in India, recruiting from the IITs and top quant-finance programs.
Sources
Interview processes change and vary by role, office, and year. This guide reflects publicly reported experiences and is not affiliated with J.P. Morgan.