Optiver OA | Compilation of High-Frequency Interview Questions

Optiver is renowned for its dynamic trading environment and innovative culture, making it a top choice for many aspiring candidates. However, the application process, especially the OA, is highly competitive. This compilation of high-frequency questions of Optiver OA aims to help you navigate the challenges and increase your chances of success.

Examination Setup

The OA time is 100 minutes, and there are three questions in total. You need to use code to solve mathematical problems.

The First Question

• Question: Given a 3×3 correlation matrix (correlation matrix), where the values at positions [1, 2] and [2, 3] are a and b respectively, calculate the value range of x at the remaining position [1, 3]. The return value of the range is in the form of array/list.

The Second Question

• Question: There is a ball–drawing game. There are N (even) balls, half red and half green. Each time you draw: red → +$1; green → –$1. You can stop at any time. Assuming you use the optimal strategy, find the value of this game (value).
• Examples:
  • When N = 2, the result should be 0.5.
  • When N = 8, the result should be 1.

The Third Question

• Question: This is a game-theoretic setup. You and your opponent each choose the probability of “heads” for a magic coin (0–1). You declare yours first; they declare theirs next. Both coins are flipped once and your payoff is:
  • Heads/Heads → you get $a
  • Heads/Tails → you get $c
  • Tails/Heads → you get $b
  • Tails/Tails → you get $d
• Requirement: Assuming both play optimally, compute the value of this game for you (value).
• Examples:
  • When a=10.0, b=−8.0, c=−10.0, d=7.0, the result should be −2.857.
  • When a=1.0, b=0.0, c=0.0, d=1.0, the result should be 0.5.

Hope these Optiver OA questions help you prep smarter and faster.

Need extra support? Check out programhelp for personalized interview coaching and real-time mock OAs. Get ready to ace it!

Jack Xu MLE | 微软人工智能技术人员

Princeton University博士，人在海外，曾在谷歌、苹果等多家大厂工作。深度学习NLP方向拥有多篇SCI，机器学习方向拥有Github千星⭐️项目。

See Full Bio