I spoke first with HR over the phone.
Then, a phone call was booked with an engineering lead, who missed it a few times. This person did not bother warning anyone he would be late (a simple email would have done).
I finally got to talk to the hiring manager who started to ask me question about me, like he had not read my cv. Then, "just like that", he talked about dealing with other people, and asked me how I found graduates coming to the job market. I was neutral, but he sounded more decisive (e.g. "like they don't know much").
After this long chit-chat, we were left with a few minutes in the interview and he said "oh, I need to ask some technical questions". He then read a list of 10 questions from his computer (questions they seem to ask anybody) we had to do in a few minutes.
The questions were about:
- stl containers insertion (array/vector, list, map),
- size of std::shared_ptr and std::unique_ptr (on 64 bits platform, so 8 bytes pointers),
- cache line size on x86, memory page size, default stack size on Linux, and
- L2 book building.
Do not try to be precise (or pendantic) with the interviewer, because he can only understand the answers on his screen.
The L2 book building question is not about top-level books (the price level feed you get from real exchanges that tell you at what *position* you need to insert). It is about the first phase of a L3 book building. Think about building a book from the "l2 channel" from blockchain: {..."symbol":"BTC-USDT","bids":[],"asks":[{"num":1,"px":57790.1,"qty":0.81}]}
Basically, a dumb L2 std::map with make the interviewer happy.
Not long after, I received a feedback.
Apparently, I googled the answer to the C++ questions.
How could the interview know that is a mystery.
How could I answer immediately, with total silence (my keyboard is noisy) is a mystery too.
None of his questions were not rocket science. They were basic computer science / software engineering.
They mentioned there was no culture fit... yes I guess, after this weird interview and weirder feedback.
I did not got on glassdoor before now. Reading the previous negative feedback, I can say I am not surprised.
If you have worked before in high frequency trading, don't bother.