I applied online. The process took 1 week. I interviewed at DRW in Feb 2020
Interview
I applied online. I received an online assessment around 1.5 hours after submitting my application.
The OA is a 30-minute challenge, which consists of 4 mathematical questions regarding matrix, probability etc. I answered all 4 questions correctly but still got rejected 3 days later.
Interview questions [1]
Question 1
OA. 4 mathematical questions regarding probability, matrix calculation, constrained linear programming, etc.
3 prob & stats questions - first round tech interviews. Interviewer is a trader. Questions are classic but need to be answered quickly so need some practice before the interview. I heard there will be 6-7 rounds overall
A very standard prcess. Firstly introduce myself based on the resume.
Some questions based on my previous experience are also expected.
The final step is a short brain teaser which is more like a routine with very low weight in the interview.
3 rounds zoom interview, first round with qr discussing about resume and some basic stats/linreg, second round with a pm with multiple math questions, and third round with the hm, talking about option pricing.
Interview questions [1]
Question 1
2iid RV, positive numbers, z = x/y, E(x/y)>1 or ≥1?
