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Interview practice

Susquehanna (SIG)-style stochastic processes practice

A global quantitative trading firm famous for teaching decision-making through poker.

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 Susquehanna (SIG)

80-in-8 mental math · Number sequences · Probability & estimation · Market making

Outcry is not affiliated with Susquehanna (SIG) 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.