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Hudson River Trading·Software Engineer·Technical Phone Screen·Intermediate

IntermediatePrefer not to say
Apr 2026

Summary

Technical screen for a quant researcher role at HRT. The coding problem was lower-level than I expected, more systems-y than pure math or stats, which threw me off a bit.

Questions Asked (1)

Q1

Given a byte buffer holding a sequence of mixed-type values (characters, integers, and strings) packed back-to-back, implement three reader functions, one per type, each taking the buffer and a current pointer position and returning the parsed value plus the updated pointer. The implementation should handle fixed-width types, length-prefixed strings, avoid unnecessary copies, and signal cleanly when the buffer is exhausted. Also write tests covering reads in arbitrary order.

Algorithms & Data StructuresSystem DesignTechnical Trade-offs
Author's notes

Not what I was bracing for in a quant interview.

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AI HintsAI Generated

Suggested Approach

Clarify the buffer format and error handling expectations, then design a simple API where each reader takes the buffer and a pointer (or offset) and returns the parsed value plus the new pointer, using bounds checks to signal exhaustion. Implement fixed-width reads with direct memory access (e.g., memcpy or reinterpret_cast with alignment care) and length-prefixed strings by reading the length then constructing a string_view or slice without copying. Write tests that read values in different orders, including edge cases like empty buffer, truncated data, and exact-fit reads.

Pro tip: Emphasize zero-copy and safety: use std::string_view or a span-like abstraction for strings, and return a status/optional to signal exhaustion cleanly rather than throwing exceptions in hot paths. Also mention that you'd validate the length prefix before reading to avoid buffer overruns.

1. Clarify requirements and constraints

Ask about buffer ownership, alignment guarantees, endianness, and error signaling (exceptions vs. status codes). Confirm whether strings are length-prefixed with a fixed-width length and whether the buffer is mutable or read-only.

2. Design the API and data flow

Define a struct or class that holds the buffer pointer and size, and a cursor (offset). Each reader function takes the cursor and returns a result type (e.g., std::optional or a custom Expected) containing the value and the new cursor. Use a consistent error type for exhaustion.

3. Implement readers with bounds checking

For fixed-width types, check that cursor + sizeof(T) <= size, then read via memcpy or unaligned load. For strings, read the length prefix (fixed-width integer), check that cursor + length <= size, then return a string_view into the buffer and advance the cursor.

4. Write comprehensive tests

Test reading values in arbitrary orders, including interleaved types. Cover edge cases: empty buffer, reading past end, exact-fit reads, zero-length strings, and maximum-length strings. Use a test framework to assert both values and cursor positions.

5. Discuss trade-offs and extensions

Mention alternatives like using a streaming parser, handling endianness, or supporting variable-length integers. Discuss performance implications of bounds checks and zero-copy vs. owning strings.

Key Points to Mention

  • Bounds checking before every read to prevent buffer overruns and signal exhaustion cleanly.
  • Zero-copy string handling using std::string_view or a similar non-owning view, avoiding unnecessary allocations.
  • Alignment considerations: use memcpy or unaligned load instructions to safely read fixed-width types from arbitrary offsets.
  • Error signaling: return std::optional, a custom Expected type, or a status code rather than throwing exceptions for control flow.
  • Length-prefix validation: ensure the declared length does not exceed remaining buffer size before constructing the string view.
  • Testing strategy: property-based or table-driven tests that read values in random orders and verify cursor advancement and error cases.

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