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今年毕业,坐标东海岸.找工作的时候非常辛苦,最后还没确定好签哪家,但是确定不去的就先发了吧.
1. Kensho
Source: Job posting online
Interviewed as Data Scientist.
Declined further action after 1st round because I was told by several friends that they are actually not as good as advocated.
1. What is Spark? Write a program to find the connected components of a graph using Spark.
2. Jane Street
Failed onsite. I interviewed at Jane Street on Feb 2016 for Quantitative Trader
1st round, on campus
1. What is the probability of observing HHHHT?
3. Renaissance Technologies
Rentech held an event at my college and I attended.
Failed 1st round. I interviewed as programmer.
1. What is a linker? How does it work?
2. What is interrupt/system call? What's the difference between IRQ_SAVE and IRQ?
3. What is memory Paging and segmentation?
4. What is the difference between mutex and semaphor? What does ESP save?
I took CS161 and put on my resume, so I guess they were targetting someone with deep understanding of OS...
4. Five Ring Capital (Quant trader)
Failed at 2nd round
1. 20 mental math questions asked by HR. Can;t remember all of them. I had 15s for each question. What is ln(414)? what is (1^3+2^3+...10^3)? what is third root of 720 etc...
2. Failed very quickly (conversation ended in 10 minutes)
5. Citadel
4 rounds. Rejected after final round
1. On campus.
What is the solution for D dimension linear regression? What is logistic regression? What is softmax function?
C++ question related to finding maximum value in a moving window.
If the data is too large so that we can't load the entire dataset into memory, and we want to run Linear regression, what can we do?
2. Phone interview with coderpad.
1. Stone game with a hard follow up. Solved with dfs + memorization
2. Implement Newton Raphson method
3. X~Uniform, Y~Gaussian, Z = X + Y. What is p(Z<0)? I solved using convolution....
3. Phone interview with coderpad
1. Implement dfs/bfs
2. discussed about SVM
4.onsite with OMM and HFT team
Round8. Alumni
Discussed about order book implementation(FIFO, ProRata). How to implement them. Asked about run time of Multiset and Multimap, together with AVL tree/BR tree advantage.
全答上来了,莫名其妙被拒.
Virtu
Rej after 2nd round, Trader position
1. A game with two dices. What is the probability of getting a sum > 7 ?What is the probability of playing 200 dices and getting a sum > 700
Round
2.
I answered no to both of the questions. Rejected because they didn't have a role for junior at NYC
DE Shaw
Quant Trader, rejected 2nd round
1. IMO medalist. Asked about combinatorics and catalan numbers.
2. how many ways to draw 3 numbers with sum < 10, with sum <100?
SIG
Quant Trader
1. Forgot about the interview and missed the call. They put me on a blacklist and never heard back.
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