Interview practice
Da Vinci-style market making practice
A derivatives market maker in Amsterdam trading options across European and Asian markets.
What this assessment looks like
The trading-floor interview classic: quote a two-sided market on an uncertain quantity, get filled, manage the position as information arrives, and explain your reasoning while someone trades against you.
- Setting a bid-ask spread that reflects your uncertainty
- Updating quotes after a fill (adverse selection - the person who traded knows something)
- Inventory management: skewing quotes to flatten a position
- Hedging exposure rather than just accumulating it
Train it here
- Market Maker - Quote spreads, take fills, and manage inventory against informed flow.
- Basket Arbitrage - Spot mispricings between a basket and its components before they close.
- Delta Defender - Keep a book hedged as the underlying moves - free to play.
Also reported at Da Vinci
80-in-8 mental math · Number sequences · Probability & estimation
Outcry is not affiliated with Da Vinci and has no access to their assessment content. This page describes formats candidates publicly report, and the drills here train the underlying skills - they are not the firm’s questions.