← Sig Interview Insights

Sig·Software Engineer·Technical Phone Screen·Junior

Junior
Jun 2026

Summary

SIG quant engineer interview with a probability/expected value question. Pretty classic for the firm but still takes a second to set up cleanly if you haven't drilled this type recently.

Questions Asked (1)

Q1

Roll a fair 6-sided die twice. If the two results are different, you win the higher of the two values in dollars. If they match, you win nothing. What is the expected payout?

Algorithms & Data StructuresTechnical Trade-offs
Author's notes

You have to enumerate carefully here.

Create a free account to read the full note

AI HintsAI Generated

Suggested Approach

Clarify the problem and define the random variable for the payout. Use linearity of expectation by conditioning on the maximum value M, then compute E[payout] = sum_{m=1}^6 m * P(max = m and results differ). Alternatively, enumerate all 36 equally likely outcomes and average the payouts.

Pro tip: After computing the expected value, mention that you can verify the result by writing a quick simulation or by enumerating all outcomes, showing you value correctness and testing.

1. Clarify the problem

Confirm that the die is fair, the two rolls are independent, and the payout is the higher value only if the two results are different. If they match, payout is $0.

2. Define the random variable

Let X be the payout. We need E[X]. Consider conditioning on the maximum of the two rolls, M = max(R1, R2).

3. Compute probabilities

For each m from 1 to 6, find P(M = m and R1 ≠ R2). This is the number of ordered pairs (R1, R2) with max = m and R1 ≠ R2, divided by 36.

4. Calculate expected value

Compute E[X] = sum_{m=1}^6 m * P(M = m and R1 ≠ R2). Simplify the sum to get the final answer.

5. Verify and discuss

Check the result by enumerating all 36 outcomes or by simulation. Discuss any assumptions and potential edge cases.

Key Points to Mention

  • Linearity of expectation and conditioning on the maximum value.
  • The sample space consists of 36 equally likely ordered pairs.
  • The payout is zero when the two rolls are equal (6 outcomes).
  • For a given maximum m, the number of ordered pairs with max = m and different values is 2(m-1).
  • The expected payout is $4.25 (or 17/4).
  • Verification by enumeration or simulation demonstrates thoroughness.

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.