I applied online. I interviewed at Susquehanna International Group (Philadelphia, PA) in Nov 2024
Interview
6 rounds with 20 math questions, mostly statistics and probability from undergraduate or graduate textbooks. A lot coin-dropping questions and also martingale questions. Also follow up with questions related to my research and Bayesian statistics.
Interview questions [1]
Question 1
You and I each have 3 coins. We start to toss and count the number of head. If we have the same number, I win $2, and if different you win $1. Will you play this game? There are 3 random variables: x, y, z.
cor(x,y)=0.9, cor(y,z)=0.9
Someone calculates the cor(x,z)=0.5, is there any problems?
I interviewed at Susquehanna International Group (Philadelphia, PA)
Interview
The first hurdle in SIG’s interview process is an online assessment administered through Mercer | Mettl. It tests knowledge in mathematics, probability, and statistics. The assessment combines puzzles and probability questions, along with topics like expected value, combinatorics, and logic. Overall, it follows the standard quant interview format — probability and statistics are the most critical areas to master before sitting the test.
An online math test testing topics such as probability theory, basic logics and word problems that you need to do in a relatively short time. I was not invited for further interviews
General question such as background and motivation then 2-3 math questions based on probability and expected value. Difficult than OA. But overall, it is managable if you have done a proper review.
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