Virtu | Quantitative Strategist (PhD) | Interview Experience
Interview Date: Not specified
Result: Not specified
Difficulty: Not specified
Interview Process
The interview process included an initial HR round followed by two technical rounds. The HR round focused on behavioral questions, such as motivations for pursuing a quantitative role and experiences in research. This round lasted less than 30 minutes. Approximately one week later, I was notified for the technical interviews.
The first technical interview consisted of a coding assessment. The interviewer began with a brief discussion about my background, specifically regarding my experience with large datasets, which I did not possess. He then asked about the differences between Python and C++. I was tasked with implementing a Connect Four game, which I completed in about twenty minutes. The interviewer was friendly, creating a relaxed atmosphere. After my implementation, he asked a follow-up question regarding design considerations for computer versus human players before inviting me to ask questions.
The second technical interview was conducted by another amiable interviewer. He started with a five-minute introduction about the company, followed by questions about my reasons for wanting to work in quant and my research background. Unlike previous interviews where the focus was on coding or statistical analysis, this interviewer emphasized the broader significance of research. Near the end, I asked him what he believed was essential for a quant role, and he highlighted the importance of research skills and intuition, which explained his focus on the big picture.
We then moved on to two technical questions. The first involved a basketball problem from the Green Book. Although I had seen it before, I struggled to recall the solution and initially analyzed cases for n=2 and n=3. I proposed an induction hypothesis, and the interviewer confirmed it was correct, opting not to require the full induction step, possibly due to my slower pace. The second question was an algorithm problem set in a finance context, specifically about merging k sorted lists into one large sorted list. After I provided the algorithm, I was asked about its time and space complexity.
The interviewer answered my questions in detail, which added another ten minutes to our discussion.
Overall, I found the interviewers to be very pleasant and enthusiastic about their company’s strengths. Although I was disappointed not to receive an offer after such a positive experience, I understand that this is part of the process.
Technical Questions
- Implement Connect Four Game (Coding)
- Merge k Sorted Lists (Heap, Linked List, Sorting)
Tips & Insights
- Prepare for both technical and big-picture questions related to research.
- Be ready to discuss your coding background and any relevant experiences, even if limited.
- Engage with interviewers by asking insightful questions about the role and company.