spent about 1.5 months pretty much purely dedicated to preparing for interviews for all the pre-penultimate programs (Optiver, IMC, JS, SIG, Citadel, etc). I used these resources:
Green book (Really good starter but I got bored of it after a few weeks)
EverythingQuant (Went through literally every single interview prep question, went through the interview guides, and completed the probability course just to make sure I covered all bases)
Briefly read through this guide
Watched coding Jesus in my spare time (not sure if this helped directly lmao but he’s a great creator and very informative)
Accepted offer
Positive experience
Average interview
Application
I applied online. I interviewed at Optiver (Chicago, IL)
Interview
Process took a few weeks. Applied online and then interviewed at the office in Chicago in Feb 2017. Started with a mental math test online (80 questions in 8 minutes). After that there was a phone call, mostly behavioral, pretty straight forward. Third was a sequence and pattern style recognition test (30 minutes 26 questions if I recall). After those there was a technical phone interview, mostly stats/probability type questions. Final was at their office, full day of stuff, they make you re-take the online tests in person to make sure you don't cheat, and then also a couple behavioral interviews, some shadowing, one or two technical ones, and a lunch that doubles as a behavioral interview.
Interview questions [1]
Question 1
What would be the strike price of an option for a 12 on a 12 sided die that goes up by odds. The sides would be 1,3,5,7,9,11,13,15,17,19,21,23 and each dot on the die is 1 "point"=$1
Mental math test, beat the odds, online puzzle like games etc online, brain teasers during physical interview and a behavioral interview where they want to assess how competitive and assertive you are.
OA was weird and hard. there was only three sections (i think) this year compared to 5 last year. questions are weird and I don't know how they can judge your ability base on that.