Candidatei-me online. O processo levou 5 semanas. Fui entrevistado pela DRW (Londres, Inglaterra) em nov. de 2024
Entrevista
I was asked several probability questions regarding Bayesian (start from a simple Bayesian theorem problem, and gradually arriving at ridge regression and lasso regression), and then some coding is done via a live coding platform, given an array, write a function to calculate all increasing sub-array's length.
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.
Fiz uma entrevista na empresa DRW (Greenwich, CT).
Entrevista
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.
Perguntas de entrevista [1]
Pergunta 1
2iid RV, positive numbers, z = x/y, E(x/y)>1 or ≥1?