Ridiculous process. I have a PhD and 2 years of relevant experience, yet the interviews were nothing but high-school level brainteasers, which only test how much time you spent learning the solutions by heart (since it's always the same problems which get asked), and in which I would have performed better as a fresh high school graduate with zero knowledge that is actually relevant to the job. This was for 3 consecutive rounds. After that, I got ghosted, even after asking for an update to HR, there was no response. However I knew that there were at least 2 more rounds, which does not surprise me considering how useless the first 3 rounds were. Moreover, in the first round the interviewer was 15 minutes late and hardly even apologised. Lastly, for 2 of the 3 rounds the "interview coordinator" forgot to send me the invite, and I had to remind them the day before. Complete chaos.
Interview questions [1]
Question 1
The usual problem where you throw the dice and you have the option to re-throw or accept the result, and you want to maximise the expected win.
I applied through a recruiter. I interviewed at Nomura
Interview
I interviewed with the interest rate quant team in June 2020. The process consists of three phone screen, one with the hiring manager, the team member and the senior manager. It took for nearly a month. The final (virtual) onsite lasted for almost five hours, in which there were four other group members asked me lots of statistics, probability and programming questions.
Interview questions [1]
Question 1
1, what's a virtual function.
2. How to find the median of a data stream?
3. What's distribution of a cumulative random variable satisfy?
4. How to generate normal random variable from uniform normal variable?
5. Can you use tuples as keys for Python dictionaries?