Interview practice
Jane Street-style stochastic processes practice
A quantitative trading firm active across equities, ETFs, bonds, options and currencies, known for OCaml and a strong internship pipeline.
What this assessment looks like
The research-track screen: random walks, martingales, stopping times and gambler's-ruin setups - the probability theory behind pricing and optimal stopping, asked as concrete puzzles rather than theory.
- Martingale arguments and optional stopping applied to games
- Gambler's ruin: absorption probabilities and expected duration
- Recognising when a process is a martingale (and when the argument breaks)
- Random-walk intuition: recurrence, drift, and scaling
Train it here
- Martingale Mutiny - Optional stopping played as a game - find the strategy that doesn't exist.
- Ruin Walker - Gambler's ruin with live absorption probabilities.
- Distribution Lab - Recognise distributions from their behaviour, not their formulas.
Also reported at Jane Street
Probability & estimation · Market making · Quant developer coding
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Outcry is not affiliated with Jane Street 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.