Flow Traders Case Study

Hey all,

I am currently on the final round of the Flow Traders interview process which is their case study. I was wondering if anybody had any experience with the interview and if they could shed some insight on it. I have foraged the internet and have only found that it includes some ETF hedging (proportion calculations), arbitrage calculations, and prepping these calculations to present to a senior trader. I'd love to hear anyone's experience with the assessment. Thanks all.

27 Comments
 

Thank you for the insight! If I could ask you a few questions, is the math difficulty similar to what you see on their initial math test? Would you recommend me study more on the concepts of ETF hedging and arbitrage (I already have academic experience with hedging and arbitrage, but not necessarily with ETF hedging) or just practicing hedging calculations?

 

Hi, I’m about to have the same case study interview next week. Would you mind sharing the overall process about the on-site interview? Such as, how long would it be, would you allow to use pen and papers, and what types of questions will be asked?

Much appreciated!

 

Hi, I’m about to have the same case study interview next week. Would you mind sharing the overall process about the on-site interview? Such as, how long would it be, would you allow to use pen and papers, what types of questions will be asked? And also how best to prepare for it?

Any help on this would be hugely appreciated!

 

Hi I have this interview in a couple of days time as well and was wondering if any of you would be able to provide me with some help as to how to prepare and the kind of questions they asked u?

 

I will also be doing the case study but virtually.

What kind of hedging calculations does it involve? Will it be about calculating how much of each underlying constituent to hedge or calculating implied liquidity of the ETF based on underlying liquidity etc.?

Thanks in advance for the insight :)

 

Their recent performance has certainly been poor and I don't think they are a desirable place to work anymore but I haven't seen any indications that they are at actual risk of going out of business. Last year with 600+ employees they only generated around 300MM euros net trading income but still made 74MM euros normalized profit before tax for shareholders and are paying dividends even if it seems bonuses are very lackluster. I think they are also fairly well capitalized with several hundred millions of euros excess capital.

 
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The economics of hedge funds and prop trading firms are very different. From what I understand the only hedge funds with 650 employees like Flow Traders would have tens of billions AUM while Flow Traders only has ~ 600MM EUR and has fixed costs around 150MM EUR which is obviously impossible with a hedge fund like management fee and that amount of capital. If you look at average return on equity for shareholders in Flow Traders which is after all the expenses it was around 10% last year compared to a target of 20% which is closer to hedge fund returns (although Flow's market cap is somewhat higher than shareholder equity the percentage returns will not be dramatically different using that number).

 

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