I applied through other source. I interviewed at Virtu Financial (New York, NY)
Interview
The process felt pretty progressive overall. Early rounds were more about fundamentals — stats, ML, probability, coding, linear algebra, etc. Later rounds became much more discussion-based and open-ended, closer to research conversations than standard interviews. A lot of emphasis on reasoning under uncertainty, communicating ideas clearly, and staying calm when exploring unfamiliar problems. Less about memorizing formulas, more about how you think.
Interview questions [1]
Question 1
One question I remember was discussing when maximum likelihood estimation can fail or become unstable in high-dimensional settings.