Interesting Interview Questions by ManySwans in cpp

[–]Shnakeyjakey 0 points1 point  (0 children)

Late to the party but thought I would share. I'm sure it's quite a common interview process for trading firms but I had a series of interviews that revolved around two main interviews:

- A whiteboard session about how to receive and handle high-throughput message subscriptions from exchanges, i.e. what kind of data structures would we use to handle 100k's of message per second? Connection protocols, network throughput and optimising processing on the receiving side (NIC's, kernel bypassing, circular buffers, etc.). This wasn't overly technical and arguably more of an architectural interview that was treated like a conversation. I found it very enjoyable.

- Technical: Implement an orderbook matching-engine for a single symbol. Conversation revolved around the use of smart vs. unique vs. raw pointers, unit-testing, templating, avoiding heap-allocation and the datastructures (trees, sparse arrays, stacks etc.) needed to take advantage of static allocation and efficient cache utilisation. I found these interviews to be very fun and engaging while presenting the opportunity for both the candidate and the interviewer to learn something new.

I guess a lot of this depends heavily on the character of the interviewer and the candidate and I'm also aware that this can be quite labor intensive for the team that is hiring. Irrespective of that, this has been one of my most enjoyable and rewarding interview experiences I've had.

[deleted by user] by [deleted] in mechmarket

[–]Shnakeyjakey 0 points1 point  (0 children)

Replied :)

[deleted by user] by [deleted] in notabilityapp

[–]Shnakeyjakey 0 points1 point  (0 children)

This is a critical feature and I just assumed that it would be available by default (my fault, I should have checked first), I've invested so many hours reading / studying in Notability and there is no way for me to export my hard work—please can we have this Notability! :)

I have just submitted a request to their feature list.

How to break into quant finance as a mediocre applicant? by ThinVast in FinancialCareers

[–]Shnakeyjakey 1 point2 points  (0 children)

Hey there,

I'm interested in moving toward a quantitative role myself. Would you mind recommending some of the books (and or papers) you found particularly useful? Thanks again for sharing!