Initial Screening:
Resume review
Brief phone interview with HR to assess basic qualifications and communication skills
Online Assessment:
Timed coding test focusing on algorithms and data structures
Quantitative aptitude test covering probability, statistics, and financial mathematics
First Round: Technical Interviews
Interview with a senior quant developer (2 hours):
Deep dive into your past projects
Discussion on object-oriented programming and design patterns
Coding exercise: Implement a simple option pricing model
Interview with a quantitative analyst (1.5 hours):
Questions on stochastic calculus and option pricing theory
Brain teasers and probability puzzles
Discussion on current market trends in equity derivatives
Second Round: Team Fit and Technical Depth
Panel interview with team members (2 hours):
Presentation of a past project or research paper
Q&A session on your approach and methodologies
Discussion on how you'd handle specific challenges in their current systems
Pair programming session (1.5 hours):
Collaborate with a team member on a real-world problem
Focus on code quality, testing, and communication skills
Final Round: Senior Management and Culture Fit
Interview with the head of equity derivatives technology (1 hour):
High-level discussion on your career goals and vision
Scenarios to assess your problem-solving and leadership potential
Coffee chat with team lead (30 minutes):
Informal discussion to assess cultural fit
Opportunity for you to ask questions about the team and work environment
Case Study (Take-home assignment):
Design and implement a simple trading strategy backtesting framework
Present your results and methodology in a follow-up video call