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Jane Street Interview Questions

Jane Street is a proprietary trading firm known for ETF and options market-making and a famously probability- and mental-math-heavy interview process. Below are 29 quant interview questions of the kind asked at Jane Street, spanning Brain Teasers, Probability, Stochastic Processes, Calculus & Linear Algebra, Algorithms & Numerical, Options & Greeks, Portfolio & Risk. Each comes with a full worked solution — sign in to check your answers and track your progress.

1
Screwy Pirates
Brain TeasersJane StreetOptiver
Hard
6
Sum 1 to 100
Brain TeasersJane StreetGoldman Sachs
Easy
8
Poisoned Wine
Brain TeasersGoogleJane Street
Medium
10
Mislabeled Jars
Brain TeasersJane StreetOptiver
Medium
12
12 Balls, One Odd
Brain TeasersCitadelJane StreetTwo Sigma
Hard
14
Bridge Crossing
Brain TeasersGoogleJane Street
Medium
18
Coin Toss — Two Heads
ProbabilityJane Street
Easy
23
Drunk Passenger
ProbabilityJane StreetCitadel
Medium
26
Broken Stick Triangle
ProbabilityJane StreetCitadel
Medium
28
Hat Check
ProbabilityJane StreetDE Shaw
Medium
31
Russian Roulette — Spin?
ProbabilityJane StreetCitadel
Medium
37
Expected Max of Two Uniforms
ProbabilityJane StreetCitadel
Medium
38
Flips Until Two Heads in a Row
Stochastic ProcessesJane StreetCitadel
Medium
39
Gambler’s Ruin
Stochastic ProcessesJane StreetSIG / Susquehanna
Medium
43
Expected Flips for HTH
Stochastic ProcessesJane StreetSIG / Susquehanna
Hard
46
Random Walk — Expected Steps
Stochastic ProcessesJane StreetTwo Sigma
Hard
52
Derivative of xˣ
Calculus & Linear AlgebraJane StreetCitadel
Medium
53
Maximize x^(1/x)
Calculus & Linear AlgebraJane StreetSIG / Susquehanna
Hard
59
Sum of First 10 Squares
Calculus & Linear AlgebraJane StreetTwo Sigma
Easy
63
Approximate cos(0.1)
Calculus & Linear AlgebraJane StreetOptiver
Easy
66
Trapping Rain WaterLeetCode
Algorithms & NumericalJane StreetCitadel Securities
Hard
74
Newton’s Method for √2
Algorithms & NumericalGoldman SachsJane Street
Easy
75
Rand10() from Rand7()LeetCode
Algorithms & NumericalJane StreetOptiver
Medium
80
Best Time to Buy and Sell Stock IILeetCode
Algorithms & NumericalOptiverJane Street
Medium
81
Gas StationLeetCode
Algorithms & NumericalJane StreetCitadel
Medium
83
Nim GameLeetCode
Algorithms & NumericalJane StreetSIG / Susquehanna
Easy
84
Predict the WinnerLeetCode
Algorithms & NumericalJane StreetOptiver
Medium
116
How Dear Can a Call Be?
Options & GreeksJane StreetAkuna Capital
Easy
129
Kelly Criterion
Portfolio & RiskCitadelJane Street
Medium

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