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FIRST ROUND · 60 MINUTES
Quantitative Researcher / Trader
This is the technical screen the firms listed below actually run: rapid-fire breadth across probability, statistics, stochastic processes, linear algebra, calculus, optimization, microstructure, options and derivatives, game theory, brainteasers, programming, algorithms, data structures, machine learning and trading judgement. Questions come one at a time. Nothing tells you how you are doing, because nothing does in the room either.
Jane StreetCitadel SecuritiesHudson River TradingOptiverTwo SigmaIMCDRWJump Trading
Before you start
- 24 questions in 60 minutes. The clock does not stop.
- No hints, no worked examples, no indication of difficulty.
- You are never told whether an answer was right — not after a question, not at the halfway mark.
- A good answer sometimes draws a follow-up, exactly as it would in the room.
- You may leave a question blank and move on. Blank scores the same as wrong, and costs less time.
- Everything — scores, mistakes, the correct answers, and what to study — arrives in the debrief.
What it covers
24 questions drawn across 16 subjects. You are never told which subject a question belongs to, or how hard it is meant to be — the debrief scores each one separately.
Probability
4
Statistics & Inference
2
Stochastic Processes
2
Options & Volatility
2
Market Microstructure
2
Brainteasers & Estimation
2
Linear Algebra
1
Calculus & Analysis
1
Optimization
1
Derivatives & Rates
1
Game Theory
1
Programming
1
Algorithms & Complexity
1
Data Structures
1
Machine Learning
1
Quantitative Reasoning
1
Enter the room →
The clock starts when you press Begin on the next page, and it does not stop. Set aside 60 uninterrupted minutes.