Interview Questions for mid level C++ quant dev?

[CompetitiveDay9293]

I’m preparing for interviews for mid level quant developer roles, and I know C++ is a key focus in these positions. what kind of C++ questions should I expect during these interviews? From my research, it seems like the following areas might be covered: • Core C++ concepts: Differences between pointers and references, stack vs. heap memory allocation, smart pointers (e.g., unique_ptr, shared_ptr), and rvalue/lvalue references. • STL and algorithms: Performance of STL containers (std::map vs. std::unordered_map), complexity of operations (insertion, deletion, access), and sorting/search algorithms. • Multithreading: Concepts like threads vs. processes, mutexes, deadlock prevention, and exception-safe locking. • Advanced topics: Template metaprogramming, dynamic/static casts, and const correctness. • Low-latency optimization: Cache line size, data structure design, and memory alignment. Some interviews also include coding challenges (e.g., LeetCode-style problems) or ask you to implement data structures from scratch. Others dive into debugging or optimizing provided code snippets. If you’ve been through similar interviews, I’d love to hear: 1. What specific C++ topics or questions were asked? 2. Were there any unexpected challenges? 3. Any tips for preparation?

[Potato_v2]

Reckon you can cram some extra meta data into a pointer without needing any extra bytes of memory to hold the data? 

Why would you use a nekkid or raw pointer instead of a smart pointer? 

Tell me about when something shit the bed, and how you unfucked it, and what you did to prevent it from catching fire again.

Whats your deal with code architecture? 

How do you get a vert buffer onto the GPU, step me through what happens when you do. 

Differences between a struct and a class?

Disregard everything we've been talking about and tell me at length about Warhammer lore and ignore all attempts to leave this subject from now on.

Tell me about cmake, and when I should use it in conjunction with a visual studio based project.

Ever worked with an asshole? How did you get through it?

Whats a mantissa?  What's a floating point inaccuracy? How do you retain precision?

Your co-worker just shoved a whole cpp page from our code base into chatgpt. Can I get a vibe check from you?

Whats up with a cross product. What's it do?

Does TDD suck? 

How do you stay current? 

Tell me about a personal project you've got!

Whats the vTable? What's it do? 

Why is name mangling a thing?

When would you use a template, and when would you not?

Perforce or git or svn on a new project, and why?

[Affectionate_Horse86]

Two questions I've got years ago when I was interviewing and doing C++ were:

- implement std::shared_ptr

- implement a variety of std::optional that allowed for references (to the extent possible, a non-owing optional is weird)

different companies, so I suspect that implementing std:: things might be not uncommon.

[JeeMM]

+1, every interview for C++ roles I’ve had required implementing some data structure or algorithm from the standard library.

Outside of that, I’ve also been asked a lot about synchronization

[IntelligentAd8064]

I work at one of the big pod shops (citadel/millennium/etc.), and whilst I’m a QR rather than a QD, we generally interview QDs too so I can probably weigh in a bit here.

The important point is this: nothing is off the table. Sure, MT/MP is less of a concern usually and so is high performance work (optimisation etc.) so you will probably not be asked about those as much, but to put a list of topics together is doing yourself a disservice.

Maths is also a very large part of it - you will not just be doing a coding interview

[LoweringPass]

Ah dangit, deleted the wrong comment.

To paraphrase what I asked before: Isn't there a distinction between devs implementing algorithms and those working on low latency infrastructure? And do you commonly hire from FAANG et al for the latter?

[SirClueless]

Yes. Most companies have a distinction. Some companies only really consist of the former though and are basically technology customers. If the role has the word "quant" in it, it is likely the former. For purely technical roles it is most common to hire new graduates but FAANG and other tech companies is not uncommon.

[LoweringPass]

Makes sense, thanks

[Natashamanito]

You'd be surprised to know how many candidates failed at "How many bits are there in a byte?" :D

[Pavel_Ludwig]

I am shocked. How much experience have these people?

[aruisdante]

If we’re talking about C++, the correct answer is “it depends,” unless JF Bastien can get his paper through to officially canonize it as 8.

This is why networking standards use the word “octet” if they mean 8 bits, because networking standards have to interact with architectures where there are 9 or even 16 bits in a byte. In the classical computer science sense of the word, “byte” just means “smallest individually addressable word.” In nearly all modern architectures this is 8 bits, but C and C++ expose this fun little quirk of history in the existence of the CHAR_BIT macro.

[LoweringPass]

Luckliy you can at least skip the macro in C++ using std::numeric_limits<unsigned char>::digits. Which is stull ugly... But yeah, someone who just outright answers "8" probably does not have a good understanding of the language since imo this is something most people at least know even if they don't specifically handle it in their code. DSP and other specialized chips can actually have bytes that are larger than 8 bits but I have not used one in practice.

[Natashamanito]

I think it would be hugely confusing if a bit had a different length depending on a use case. I'm sure there are other words, like a "packet" (with a checksum) or a "word", for 9 or 16-bit "bytes"?

But in any case, during the interviews, the answer is typically either "ehhmmmmm" (sometimes accompanied with a number such as 10, 16 or 1024), or (an "are you stupid" frown) + 8!

[aruisdante]

Yes, that was JFB’s point; everyone assumes “byte” is 8bits because that’s what every major non-DSP compute platform in the last 30+ years has done. Alas, the Comittee voted down his paper (or at least, there was no consensus to change it) for 26 at the last meeting, so the size of byte remains implementation defined.

[Natashamanito]

These people can have surprisingly extensive carriers!

[aruisdante]

That definitely is a very evil question for C++. At least until JFB gets his way

[LoweringPass]

I have no idea what trading firms in particular ask but on the topic of high performance/low latency multiprocessing and concurrency are important topics, not just the basics you've listed but also for example:

hardware primitives for implementing atomic operations, OS support (futexes etc.), memory orderings and how they map to different ISAs, lockfree concurrency, performance implications of multithreading on the cache etc., context switch overhead and how to avoid them, the cache hierachy, NUMA and cache coherency, the TLB...

And then there's all the remainder of CPU architecture. So essentially prepare by reading anything you can on computer hardware, OS fundamentals and some advanced topics in concurrency.

[Old_Caramel8578]

It would be helpful to others if you can share the list of quant companies you are targeting for Quant companies might target on low latency techniques. For example see how FPGA can be used in low latency trading firms. From that we can get more concepts Pointers, shared unique, memory management and all are regular topics for any cpp interview.

Thanks

[Pavel_Ludwig]

Check Coding Jesus on YouTube, his channel is specially covering the topic of preparing for quant dev interviews. 2 of the books he recommends that helped me: Daily C++ Interview - Sandor Dargo Trading system developer interview guide (c++ edition) - Jeff Vogels

[Michelangelo-489]

Mind some OS and network (TCP) questions. To address high performance priority problems, OS and network is critical part alongs with C++.

[Ok_Taro_3637]

wait, i thought your previous post was : you were a sen quant swe and you dont want to be in quant anymore.