I applied through a recruiter. I interviewed at Jump Trading (New York, NY)
Interview
I answered every question successfully and got along with everyone. However, throughout the whole process, I got the distinct impression they were just farming me for trading strategies from my existing company. There were multiple sessions where the interviewer did nothing but prod for confidential information.
At the end they rejected with no explanation.
Because they wasted my time, I'm posting all the questions they asked here. If you're in the industry, I strongly recommend avoiding this interview.
Interview questions [5]
Question 1
Given a char buffer[4096], write a malloc implementation.
Given a dependency graph, write a function to return a vector of all nodes such that all children are listed before the parent. Then make the function print each node only once.
Two players are playing a game where you can pick either 1 or 2. The player that gets to 15 wins. Is there a strategy such that one player will always win and if so which player can use it?
Take an integer, sum the square of its digits, repeat on the result. Some numbers will converge on 1, others will converge on 89. Write an algorithm to give the count of numbers from 1 to 1000000 that converge on 89.
The interview, which consists of a resume drill and a live coding session, isn't inherently 'hard.' However, it requires a mastery of specific skills rarely practiced outside of HFT. Something I only fully realized after the interview was over.
Interview questions [1]
Question 1
Could you please walk me through your experience with latency optimization?
HR call followed by 1 hour Technical interview followed by 2 1 hour technical interviews with trader / researchers. They were light on brainteasers and standard behavioural questions. Mostly they dived into my experience and projects I wrote about on my CV.
Interview questions [1]
Question 1
I have a strategy with a Sharpe of 3. Assuming returns are normally distributed, days are independent, same starting pot everyday. What is my expected PnL after a year?
easy OA
HR round just talking about exp and culture
take home project
then endless live coding (6+ people)
technically not hard but you have to please all of them
