Hudson river trading algorithm developer interview/other questions
I'm interviewing with HRT and was hoping someone with insight can answer some questions.
For the interviews, is it entirely probability and coding (leetcode-styled)? Should I expect conventional brainteaser questions (like for example, chapter 2 in a Practical Guide to Quantitative Finance Interviews), or is all probability/expectation-styled questions?
How is the work life balance at HRT? What about retention rate of employees?
expect your interview to be very algorithmic heavy but you can relax on the quant related questions(derivative pricing theories). As far as I have experienced, none of my interviewers know what Brownian motion is, let alone numerical methods for pricing
Was this more of a general comment, or about HRT in particular?
hrt
Expect leetcode medium and hard questions + brain teasers and probability puzzles.
Also make sure you can intuitively explain some fundamental statistics concepts like CLT and LLN.
It seems you're distinguishing between brain teasers and probability puzzles. So by brain teasers, do you mean math questions that are not related to probability and statistics? If so, I thought those questions have become deprecated at most quant firms. I thought HRT's math questions are focused on probability and stats.
another thing I notice about HRT's interviews, they will ask you a medium difficulty probability question, and will make you prove your method when n->N cases over the phone, they will ask you to prove algo questions too, weird
Yeah my definitions here isn't exact but I see probability puzzles as being quite obvious to detect ones involving coin flip and cards. While brain teasers can be anything, including probability puzzles disguised as something else.
All funds know that people prepare for the interviews, so there is some probability that HRT might change things up slightly depending on who's interviewing. But idk enough about HRT's interview process (whether they have a very strict guideline or it depends interviewer by interviewer)
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