optiver | Engineering Master’s Contractor | Interview Experience
Interview Date: Not specified
Result: Fail
Difficulty: Hardest
Interview Process
The interview process included an online coding test consisting of three programming problems. The focus was on algorithmic trading and order book simulations.
Technical Questions
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Trading Sequence Counting
Topics: recursion, dynamic programming, subsequence -
Proportional Allocation Backtest
Topics: backtesting, proportional allocation, asset management -
Order Book Matching Simulation
Topics: order matching, priority queue, trade simulation
Tips & Insights
Familiarize yourself with algorithmic trading concepts and practice coding problems related to data structures and algorithms, particularly those involving recursion and dynamic programming.