When asked a question that you don’t know the answer, don’t simply say you don’t know. Try to ask for hints, take as much as time to think, write on paper, draw illustrations. Don’t be pressured to give a answer quickly.
I talked a lot about the trading strategies I developed while the interviewer didn’t comment much. He later said that my interest didn’t align with the work they do. The lesson is that you need to pay attention to the interviewer feedback while you’re talking.
I failed the probability related questions about moment of random variables. He also asked about if the mean and median were different, what moment came to my mind? I directly said I didn’t know the details about moment. It turned out moment definition is pretty simple. I should have asked about more hints and talk about my thought process. It’s not good to simply say you don’t know.
I also failed the two of conditional probability questions in the other interview. It appears that I need to study probability and statistics.
List of questions:
- I called a C++ FFT transformation library in FORTRAN program, the results are in multi-dimensional array and they didn’t appear to be correct. What should I do? – I suggested the problem might exist in the interface between c++ and FORTRAN. We should verify that the right data are correctly passed in and out of the library. Use a simple problem with known solution to test the interface. Also visualize the results to see if there are any problem. The interviewer said that he didn’t a reverse FFT for a simple problem using 1D array and got the correct results. He hinted the problem might be due to multi-dimensional array. I said the problem was probably because multi-dimensional arrays were stored differently in C++ and FORTRAN, the rows and columns were probably switched. The interviewer said that was indeed the reason for the problem.
- What are the moments for random variables? If the mean and median are different, what moment come to your mind?
- What is the sum of 1 through 1000?
- Given a die, you get $1 for 1, 2$ for 2, and so on, what’s your expected return for 100 rolls?
- If you have two kids, the first one is boy, what’s the conditional probability that the second is boy? If the first one is a boy, what is the conditional probability that at least one kid is a boy?
- Given three boxes, one contains a price, and the other two are empty. You open one box, what’s the probability that box contains the prize? What’s the conditional probability that at least one of the remaining two boxes contains the prize.
- For C++, what are the four functions the compiler generates even if you don’t write them?
- Quicksort, what’s worst performance and what’s the best performance? Under what conditions, you don’t want to use quicksort?
努力！奋斗！ 