Jane Street · Algorithms & Numerical

Jane Street Algorithms & Numerical Interview Questions

Algorithms and numerical methods — from LeetCode-style coding to Monte Carlo simulation and Newton’s method — test the programming and computational skills quant desks rely on. 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 7 algorithms & numerical problems of the kind asked at Jane Street.

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