45 minute technical interview. Guy on the phone was really nice and accommodating. Hard interview though. Asked about experience with options, talked about background, school, why you want to work as a trader etc..
I applied online through their website
First round interview with direct manager
Second round interview with multiple people across teams back to back
Didn’t make it through the second round
I applied online. The process took 2 weeks. I interviewed at DRW (Chicago, IL)
Interview
I applied online and was contacted by email to set up a phone interview with a trader analyst at the firm. The phone interview lasted about 40 minutes and consisted of questions about my resume and math questions. I was then invited to a super day in Chicago. They paid for everything and it was a great experience. I interviewed 4 employees in 1:1 interviews. Each interview lasted 30-40 minutes. The 1:1 interviews were all very different. Some ask math and probability questions while others were more focused on fit questions.
Interview questions [1]
Question 1
Give me option prices for call options stuck at 110,120,130, and 140 for an asset at 100 so that there is no arbitrage. I was not sure how to construct the market quickly.
