Optiver Software Engineer Interview Experience — A Brutal Four-Section OA With Coding, Pattern-Finding, and Probability

I think their OA basically gets sent out to everyone — I got mine right after I applied. There are four sections and the intensity is pretty high. The email doesn't mention this, but you can actually do them separately, so I'd suggest doing one section per day.

Coding

The coding section lets you go back to earlier questions, so if you don't know how to solve one, I'd suggest skipping it first. 90 minutes, on HackerRank, and you can test your code.

First question: I don't quite remember the exact wording anymore, but it wasn't hard — the core idea is counting how many arrangements there are of m a's and n b's.

Second question: stock trading. You're given orders, a 2D array like [1, 15], [-1, 30], etc. — 1 means buy, -1 means sell, and the second number is the price.

If it's a buy order, you look for the lowest sell price in orders that's less than or equal to it, execute the trade, and remove both entries; if there's no match, you keep the order. If it's a sell order, you pick the highest buy price and execute the trade the same way. In the end you return the sum of prices across all transactions that occurred.

Third question: you're given a futures price s. With probability p, the next day's price is s+x; with probability 1-p, it's s-x. After n days, what's the probability that s is less than 0?

Pattern-finding

This one really comes down to intuition. Here are a few of the sequences I can still remember — correct answer +1, wrong answer -1:

20 40 50 110 115 215 ?
15 35 45 105 110 210 ?
4 3 7 9 10 27 ?
3 7 13 19 29 37 ?
19 18 20 60 15 14 16 ?

Probability

One minute per question — pretty challenging. You really need some prior training and review to be able to answer quickly. Correct +1, wrong -1.

• Roll two dice, find the probability of a given sum
• From a shuffled deck of 52 cards, discard the top 10, what's the probability the next card is red?
• Two rolls of the dice, probability the totals add up to 11 or 12
• Flip a coin, betting 1 each time, probability of going from 10 up to 20
• Average number of rolls needed to see every face of a die
• Roll 4 dice, probability the product is odd

Mini-game

This part was pretty relaxed — comparing sizes, spotting differences. I got through it easily.