Technical Assessment - Asked to suggest how to split up bets based on odds and probability
Quantitative Interview Questions
10,163 quantitative interview questions shared by candidates
Give a 25% confidence interval on some guesstimates and provide the bid ask
Discuss past experiences with a recruiter
Some specific question based on my experience.
Why Optiver?
Behavioral, math, statistics, programming questions and past experiences.
What is the expected value of three random cards in a deck?
Probability and Statistics were pretty basic. Market making required more domain knowledge.
At the first interview the question was about valuation and replication of an exotic put option. For the second interview I received a case study with bond contract and a time series of a yield curve. My job was to calculate the z-spread for the bond and present the work for the group. The code was supposed to be done in Python.
Cannot disclose specifics, but no surprises. Overall they test for mathematical maturity without any finance specific requirements, contrary to rumors.
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