Jane Street
Quantitative Trading Analyst
New York, NY
University of Waterloo · Computing and Financial Management
3rd year · 3.7+ GPA · 2 past internships
Hard Interview
Phhone interview focused entirely on probability and expected value. Fair coin toss variants, a betting game where you set the price and they decide whether to buy or sell, conditional probability with dependent events. I did fine on the simpler ones but the third question about optimal bidding strategy in a sequential auction I had no clue on.
Questions Asked
- 1.“What's the probability of getting at least one 6 when rolling two fair dice?”
- 2.“Describe a time you found a non-obvious pattern in data that others had missed”