Switching jobs to FinTech / HFT

I would like to make a move to a more "math intensive" role in the fintech / HFT space. I still want to work as a software developer. Also I'm specifically looking for roles in NYC because of family. Anyone have any info on WLB and quality of work at these firms? Any tips on what to review for interviews? Thanks. TC 190K - base: 120K / stock: 60K / bonus: 10K YOE: 1.5Y #hudsonrivertrading #citadel #drw #twosigma #jumptrading #janestreetcapital #towerresearchcapital #imc #akunacapital #deshaw #engineering

Amazon rGynh76c Jun 19, 2020

From what I have seen if you want to do that stuff you need to go for quant dev roles. Those seem to be people who went to top tier schools and can rattle off the answers to math questions in their sleep. Search around for some interview questions and you’ll see it’s a combo of LC/math based on the role. Sometimes they will ask c++ questions if it’s HFT. As for wlb I have no idea but the interview stuff is just what I have gathered from google/blind as I am also interested in switching to fintech

Microsoft susW42 OP Jun 19, 2020

Thanks

Microsoft xst666xst Jun 20, 2020

Is quant dev role in company like Citadel ask heavily on stat? Any guess for CS and stat percentage in the interview?

Microsoft susW42 OP Jun 19, 2020

Clarification I wouldn't be adverse to a quant role, but I would prefer a hybrid role or mainstream software engineering. Background I went to a top 10 school and I do a bit of competitive programming. However I'm definitely not some genius. I have a decent background in probability, game theory, optimization, and stats. I suspect I'll need to review this stuff anyway, since I don't use this stuff for my current role.

Jane Street Capital camelus Jun 23, 2020

SWE interviews at Jane Street won't ask any probability questions, that's just for traders/researchers. Questions are just straightforward coding problems. We don't want to "trick" candidates, just make sure they can code and are good at communicating. For practice, do hackerrank-style questions, ideally in the same environment as an interview (no looking stuff up). WLB is good, no pressure to work long hours. 45/week is about standard for SWE.

Google r5x Sep 29, 2020

Hey Camelus, I’m really interested in making a pivot to JS— would you mind if I DMd you about the interview process?

Jane Street Capital camelus Sep 29, 2020

Sure

Akuna Capital Kizuna ML Jul 7, 2020

It varies, but WLB: 40-45 dev, 45-50 quant Interviews: SWE: writing clean code, Quant*: probability, stats, linalg, etc