I applied online. The process took 1 day. I interviewed at DRW in Aug 2021
Interview
Receive an Online Assessment at first. As for the content, questions are all about probability theory, machine learning, statistics, which is average difficult. And questions are selection or blank filling.
Interview questions [1]
Question 1
How to process cross-validation when encountering time-series data.
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.
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.
Interview questions [1]
Question 1
2iid RV, positive numbers, z = x/y, E(x/y)>1 or ≥1?
