I applied online. The process took 2 months. I interviewed at Optiver (Chicago, IL) in Sep 2019
Interview
3 interviews - 1 algorithmic, 1 general design, 1 code review of the hackerrank I submitted before the onsite. At the end of the day I got to ask the CTO and COO questions so that was cool.
Interview questions [3]
Question 1
Design a data structure/algorithm to keep track of instruments, stock exchanges, and trades which supports an addInstrument, addTrade and getAllTradesBetweenTimes(time1, time2) operation.
Describe how you would build a system to ingest data feeds of prices from 10 exchanges tracking a constant amount (50,000) stocks across the 10 exchanges and answer requests from a client for the price of a given stock at each exchange in sorted order of price.
The interviews consisted of an OA, then behavioural, then technical and thena final round consisting of another technical, system design and behavioural. These last interviews all an hour each. I only got up to the first technical.
OA; quite long, 3 tests
Behavioral interview: just a short talk with HR, motivation,…
Technical Interview 1: fundamental CS, nothing more
Technical Interview 2: system design, very vague but just go with the flow
Technical Interview 3: live coding, still leetcode but optiver style is a very descriptive problem, but the main thing could be boiled down into only few lines
