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