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Kensho/Jane Street/Renaissance/Five Ring/Citadel/Virtu/DE Shaw/SIG面试题

 
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2017(1-3月) 码农类General 本科 全职@Quant Trading Firms - 校园招聘会 - 校园招聘会  | | Other | 应届毕业生

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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.
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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?
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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)
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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
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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.
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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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cocmos 2018-1-18 18:05:53 | 只看该作者
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谢谢分享。这个Quant trader公司的名单够全吗,SDE的面试跟这貌似区别不大?
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 楼主| kirklandBoy 2017-3-19 06:39:19 | 只看该作者
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tangyuhan123 发表于 2017-3-8 02:03
LZ是不是上过STAT139,我记得课上听到有国人在讨论类似的题目...
最后LZ签了哪儿?

还没定下来,可能去一家start up,也可能去2 sigma或者kcg
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WAEAQAR 2019-8-9 12:14:09 | 只看该作者
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wtcupup 发表于 2017-3-5 01:42
楼主是哈佛本科大神

本来还想问问lz是怎么拿到的这些面试........ 打扰了....
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TestRun 2017-3-5 01:37:24 | 只看该作者
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……神人
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wtcupup 2017-3-5 01:42:48 | 只看该作者
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楼主是哈佛本科大神
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TestRun 2017-3-5 09:26:20 | 只看该作者
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wtcupup 发表于 2017-3-5 01:42
楼主是哈佛本科大神

怪不得……
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大神啊......
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RobertCheng 2017-3-5 09:46:40 | 只看该作者
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SIG 居然被 forgetten 了,囧
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say543 2017-3-6 15:10:09 | 只看该作者
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大神  以跪...
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bechone 2017-3-6 22:53:51 | 只看该作者
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进来拜一拜牛人
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ziz 2017-3-6 23:34:06 | 只看该作者
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马一下收藏~
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佩服。。
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