I applied online. The process took 3 weeks. I interviewed at Walleye Capital (Boston, MA) in Aug 2025
Interview
Fairly standard 45 minute interview about a variety of statistical questions. We first spent 15 minutes where he asked me several questions about my research background. After that we jumped into several questions about measuring a models performance, trading strategies, and pure probability.
Interview questions [1]
Question 1
If you have a skewed data distribution with only 10 true positives and 190 true negatives, how would you measure your predictive model's performance.
It was an online assessment on Code Signal that was on a Jupyter Notebook that involved data cleaning and model construction, and model evaluation. This was following a resume submission.
Interview questions [1]
Question 1
Build any prediction model given some data that needs to be cleaned.
Code test is not too hard but highly time-sensitive — like a mini data science project requiring quick EDA, modeling, prediction, and concise analysis. Accuracy, clarity, and efficiency matter most.
