Table of Contents
Your candidate aced LeetCode but can't explain false sharing. They solved the Two Sum problem in 2 minutes but don't know how FIX protocol works. You're interviewing a quant developer - not a web developer. Here are questions that actually test quant development skills.
What Strong Candidates Consistently Demonstrate
- ✦ Production examples
- ✦ Performance measurements
- ✦ Understanding of trade-offs
- ✦ Failure analysis experience
- ✦ Knowledge of operating system internals
Low-Latency & Performance Questions
Use the Time Stamp Counter (TSC) with rdtsc instruction. Need to calibrate for CPU frequency and handle migration between cores.
Branch mispredictions occur when CPU guesses wrong. Write predictable code: avoid random conditions in hot loops, use likely/unlikely macros, consider branchless programming with bit operations.
L1 (32KB, 4 cycles), L2 (256KB, 12 cycles), L3 (30MB, 40 cycles). Cache misses cost hundreds of cycles. Organize data for sequential access. Use data-oriented design.
Concurrency & Lock-Free Questions
ABA occurs when a location changes from A to B and back to A. A thread sees A and proceeds, missing the B change. Solutions: double-width CAS (compare and swap), hazard pointers, or epoch-based reclamation.
Lock-free for low-latency scenarios where blocking is unacceptable (market data feeds, order entry). Mutex for simplicity when contention is low and blocking is acceptable.
Market Data & Exchange Questions
Standard header (BeginString, BodyLength, MsgType, SenderCompID, TargetCompID, MsgSeqNum, SendingTime), body (tags specific to message type), and trailer (CheckSum).
Traditional sockets: kernel space copies, system calls, context switches. DPDK: user-space drivers, poll-mode drivers, zero-copy, eliminates kernel involvement.
Trading System Design Questions
Price-time priority. Use arrays for price levels (index by price). Use intrusive linked lists for orders at each level. Lock-free or fine-grained locking. Bypass kernel for market data distribution.
Sequence number recovery, gap filling, resend requests. Maintain sent and received sequence numbers. Log all messages for recovery. Have backup connection ready.
Interview Evaluation Framework
Low-latency systems
Weight:
30%
Concurrency
Weight:
25%
Networking
Weight:
20%
Trading systems
Weight:
15%
Communication
Weight:
10%
Test What Actually Matters
Stop using LeetCode for quant developer interviews. These questions test real skills. But better yet, let Offline Pixel do the vetting. We've already filtered candidates who can answer these. Raise a request, talk to pre-vetted quant developers, fund the project, and approve payment when you're satisfied.
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