I applied online. The process took 5 weeks. I interviewed at DRW (London, England) in Nov 2024
Interview
I was asked several probability questions regarding Bayesian (start from a simple Bayesian theorem problem, and gradually arriving at ridge regression and lasso regression), and then some coding is done via a live coding platform, given an array, write a function to calculate all increasing sub-array's length.
3 prob & stats questions - first round tech interviews. Interviewer is a trader. Questions are classic but need to be answered quickly so need some practice before the interview. I heard there will be 6-7 rounds overall
A very standard prcess. Firstly introduce myself based on the resume.
Some questions based on my previous experience are also expected.
The final step is a short brain teaser which is more like a routine with very low weight in the interview.
3 rounds zoom interview, first round with qr discussing about resume and some basic stats/linreg, second round with a pm with multiple math questions, and third round with the hm, talking about option pricing.
Interview questions [1]
Question 1
2iid RV, positive numbers, z = x/y, E(x/y)>1 or ≥1?
