Games involving market making on different combinations of dice roll and cards
Quantitative Trading Interview Questions
447 quantitative trading interview questions shared by candidates
actions in a game. The die starts with upface 1. The two options you can perform are to roll and to take. Performing a roll re-rolls the current upface of the die. Performing a take allows you to cash out the current upface of the die. Note that the game does not end when you perform a take and that you do not have to roll between takes. Therefore, for example, you can just perform 100 takes on the initial $1 upface and walk away with $100 guaranteed. Your strategy is to cash out the upface when you roll at least some threshold n for the first time. You fix this n at the beginning of the game. Assuming rational strategy in selecting n, what is your expected payout on this game?
Why do you want to work for UBS? Give an example of when you had to give a presentation recently.
How do you determine whether your alpha is not priced in
Can you describe what you understand or believe a trader does in a typical working day?
Cannot disclose as Citadel asks to refrain from sharing the specifics
Basic expected and proba questions
Make me a market on the number of games the Boston Red Sox will win this year.
You cut a 3 x 3 x 3 red-painted die into 27 pieces and put them into a bag. You pick a die and a random face and see it's red. What's the probability it's a cornerpiece?
Not go through the interview process
Viewing 91 - 100 interview questions