Their biggest determining factor in whether or not you get the interview is whether or not you’re able to solve a lot of math problems. These math problems are indicative of whether or not you’re able to make calculations real time regarding the market.
2 Players (A and B) compete to get a soda from a vending machine, where n coins are required per machine for j machines. The game proceeds one turn at a time. What is the optimal strategy? Does a certain set of machines/coins per machine give the first player the advantage (and same for the second)? Can you guarantee a soda for the player at an advantage?
Graphical Analysis
Tell me a time you learned something about yourself supervisor feedback.
No expected.
What is a virtual function, pure virtual function, inheritance, etc..
Why Citi?
What is implicit volatility?
Mental math with fractions, decimals, but they're multiple choice
Why Quant? Why Optiver? How your manager evaluate you? How was the project yo do?Is there anything can be improved? They would ask you to make a market on a random object, you have to give the bid and ask price. And they would ask you some basic prob questions like what is the probability that you got 50 head If you toss a coin 100 times? In about 10 secs. Finally they will give you a scenario of sport lottery, you should observe the rule and find the way to arbitrage.
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