Thursday, August 26, 2010

trading sys architect interview - coding tests

Most of the SG/HK employers (UBS, RBS, Mdaq) perceive a wall street veteran (like me) more as a architect/tech-lead candidate than a senior dev. However, the toughest tests are always coding tests esp on IDE.

You would think an architect interview would not focus so much on the fine details. Well, most details (by definition of the word) are not important to an arch interview, but some (1%?) of the details are. Fundamentally, this is because any large of small software architecture is always conceived and ultimately implemented using __basic_comp_science_constructs, such as stackVar/heapVar/staticVar, thread safe iterators (loops), queues (linked list), circular array, concurrency primitives ...

Fact is, these architect roles are extremely hands-on. In low-latency architect roles, a key value-add is the experience, insight, techniques, tools on low-level optimizations.

Among the 3 types of domain knowledge (see my other blog), your jargon/math experience is not relevant in a coding test. How about your trading arch experience? Relevant to some extent.

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New York (Time Square), NY, United States
http://www.linkedin.com/in/tanbin