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I once had am interview at an HFT firm that had a very long quiz. It was too long to finish completely and accurately in the time given (about twice as long - 4

I once had am interview at an HFT firm that had a very long quiz. It was too long to finish completely and accurately in the time given (about twice as long - 45 minutes for about 20 questions plus 20 follow-ups), but you were given instructions to go as quickly as possible and finish as much as you can. Every other question, a follow up to the substantive quotation, asked you to evaluate how sure you were in the previous answer. So a question might be a little theory or short answer or maybe asked to write code to do a simple bloom filter. The next question asked how sure you were it had no bugs or would work if all values were 4 character strings. Probably the second toughest interview I ever went on. But I found the idea fascinating. The idea was for the quiz to test your ability to work under pressure and be able to evaluate risks in your code.

ghostbrainalpha 9y ago
That sounds horrible and fantastic at the same time. But what was the toughest interview if that wasn't it?
- jnordwick 9y ago
  Tie between a trading firm and a bulge-bracket bank. The trading firm was two days onsite. The first day was a lot of tough programming questions and the second day was tele-conferencing with other offices including regulatory and trading questions. (They did fly me out first-class and put me up in an amazing king suite at the Trump with full kitchen and living room). The bank's questions were just brutally difficult. From low-level C++ and Java internals to algorithmic ones where you are at best hoping for a good approximation. And one very good series of questions on modeling a game where the answer involved using a stochastic matrix or monte carlo simulations.
  - chasedehan 9y ago
    I also interviewed at some bulge-brackets - hands down the most difficult interviews I ever had (for quant roles). They kept hammering on really complex math/stats/programming questions. Once you would get one "right", they would hit you with something more difficult. I have read that their premise was to see how you could handle pressure and questions you didn't know the answer to. In one follow up I was asked if I remembered a previous question and if I had looked it up.
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ghostbrainalpha 9y ago

That sounds horrible and fantastic at the same time. But what was the toughest interview if that wasn't it?

jnordwick 9y ago
Tie between a trading firm and a bulge-bracket bank. The trading firm was two days onsite. The first day was a lot of tough programming questions and the second day was tele-conferencing with other offices including regulatory and trading questions. (They did fly me out first-class and put me up in an amazing king suite at the Trump with full kitchen and living room). The bank's questions were just brutally difficult. From low-level C++ and Java internals to algorithmic ones where you are at best hoping for a good approximation. And one very good series of questions on modeling a game where the answer involved using a stochastic matrix or monte carlo simulations.
- chasedehan 9y ago
  I also interviewed at some bulge-brackets - hands down the most difficult interviews I ever had (for quant roles). They kept hammering on really complex math/stats/programming questions. Once you would get one "right", they would hit you with something more difficult. I have read that their premise was to see how you could handle pressure and questions you didn't know the answer to. In one follow up I was asked if I remembered a previous question and if I had looked it up.

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