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 applicationprocess, 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 optimalstrategy, 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.

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