I have been working at Sun Trading full-time
There is an endless stream of meaningful projects at Sun and new employees are given responsibility right away. Individuals here have agency and can have real, lasting impact towards our goal of improving financial markets.
The people here are really smart and down-to-earth. This is a collaborative environment; you won't get away with sitting alone a your computer until it's time to go home. There are opportunities every day to work with people in all different areas of the organization and all are enthusiastic, helpful and offer interesting perspectives. Everyday is different and most days are fun.
Sometimes day-to-day maintenance and firefighting can eat up too much of the day. Stay positive, alert, and keep learning.
Occasionally there will be tough problems you need to solve at the end of the day when you’d prefer to go home. 12-hour days happen, but you'll need to work later than that if there is a pressing need to keep the 24 hour/day trading system chugging along.
Advice to Management
Preserve the culture and integrity, keep the focus on good technology and ideas. Markets will continue to evolve and get more efficient, so make sure Sun's software can scale and stay on the forefront of the industry.
I applied online. I interviewed at Sun Trading (Chicago, IL) in October 2016.
C++ coding exercise (not timed, they gave me a weekend). Problem was interesting, related to reading some stream of quotes from a file and answering queries efficiently based on it.
After than had a phone interview (C++ questions, some OS/threading related, nothing out of ordinary).
Had 4-5 onsite interview . White boarding problems and some threading/C++ based questions
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