I applied online. The process took 1 day. I interviewed at ICY Capital (Chicago, IL) in Jan 2018
Interview
Got an email from the founder for scheduling an in-person interview. Went there was given 6 brain teaser problems to solve. After that, he asked for explanation. Once done, he said he would interview other people and reach out.
Interview questions [1]
Question 1
Option price 50 and 100.. value of at the money call
X y z random variables..d is correlation.. express d
Dice 3 roles. Optimal strategy to play the game and max price you can pay. You can stop anytime
Rope 1m and 2m.. create 100 m ways
10km dist between you and dog. Dog keeps runnin toll you reach dogs place. Your speed 10, dog speed 20. Distance traveled by dog
Project order 1 to 5.. which order is wrong