Software engineer interviews at trading firms
How do interviews for senior software engineers at trading firms like Jane Street, Hudson River Trading, Two Sigma, etc. differ from tech companies like FANG? Is it the same format -- coding, system design, etc.?
I've done a few of these recently. Many of them are generally similar to a FAANG-style interview. Some of them have slightly heavier algorithms (e.g. using O(log n) heap updates, which doesn't come by default in Python priority queue, or using tries). Some of them are fairly involved multi-part questions - first a Leetcode-type question, then "What if you have this much memory? What if you need to support X operation? What if you can preprocess and then answer queries online?" - although even my Google interviews had a few of those this time as well. Some companies have a heavier focus on C++ (for example, a HackerRank test that must be done in C++). Jane Street specifically asks for clean code vs. efficient code - don't implement something really complicated to save some small constant factor, and if you see such a tradeoff, tell them about it and what choice you're making. Google, for example, has you code on a Google Doc (???) and doesn't run the code. But other software companies usually do and IIRC most of the trading firms did. Depending on the role you may see weirder questions like statistics/probability, etc. but I suspect that won't be true for a software engineering role.
sounds about right for JS. During my trading interview, I had to do some pretty nasty computations in the end-stages of the harder trading games. To make it even more difficult, the interviewer would snap their fingers near my left or right ear every 5-10 seconds, and I had to keep giving the approximate location of the snap. Really threw me off. still got an offer though!
When I interviewed at Jane Street, the interviewer stood next to me while I was coding on the whiteboard and would occasionally erase everything I wrote up to that point, but tell me to keep going with the rest of the code. When I finished, he told me I made a syntax error. Did not get an offer.
Haha
In our firm, its mostly inline with the market (coding + system design + CS concepts). But, if someboday has worked previously with any of the fintech firms, that becomes a big plus. Or passing CFA L2 also stands out as then we could ask financial concepts in interviews. Edit: Above info is valid for India office only.