Solicité el puesto a través de la escuela superior o la universidad. El proceso duró 4 semanas. Acudí a una entrevista en Knight Capital (New York, NY) en nov 2011
Entrevista
I was first sent a math/programming test to solve from home. After passing the test I was interviewed three times over the phone. I got rejected after the third interview. I thought the written exam was fairly complex, but doable. The first two interviews went well, but the third one did not. I couldn't understand what the interviewer was saying so I didn't properly answer some of his questions (I am not a native english speaker, and neither was he).
Preguntas de entrevista [1]
Pregunta 1
At some point in time there are N cars moving on the same direction on a one-lane road. Their speeds form a random sample of some continuous distribution. Each car will move at its current speed unless it reaches another (slower) car, at which point it will slow down to the speed level of the slower car. What is the expected number of car clusters that will be observed in the long run?
Solicité el puesto a través de la recomendación de un empleado. El proceso duró 2 semanas. Acudí a una entrevista en Knight Capital (Jersey City, NJ) en ago 2012
Entrevista
Two technical phone interviews then in-person interview. On the first phone interview, interviewer asked about randomly positioned points on a circle, then to step through an analysis of Buffon's Needle. On the second phone interview, interviewer asked about a gambling game which was sort-of inverse Prisoner's Dilemma with repeated playings
Preguntas de entrevista [1]
Pregunta 1
Buffon's needle. I was familiar with it and still had a lot of trouble walking through the analysis.
Solicité el puesto a través de un captador. El proceso duró 5 días. Acudí a una entrevista en Knight Capital (New York, NY) en jun 2012
Entrevista
Two interviews. First one with their recruiter, talked about some general things and why I'm interested in finance. The second one was an all-round phone interview with algorithms, coding and probability questions. In the end they did not think I fit the position well.I did not have the calculator handy to calculate the expected reward exactly (see below).
Preguntas de entrevista [1]
Pregunta 1
How much would you pay to play this game? You have a fair coin. You get heads you win $1 and can continue to play. You get tails, you collect your winnings ans stop the game.
Second question. Now what if the winnings double each time you get heads.