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Optiver·Software Engineer·Technical Phone Screen·Junior

Junior
Jun 2026

Summary

First tech round at Optiver for a Quant Engineer role, and it was pretty much what you'd expect from a trading firm: betting games and EV calculations. Not a coding round at all, more like applied probability under pressure.

Questions Asked (1)

Q1

You're given a set of betting options. Which one has positive expected value, and how do you prove it?

Technical Trade-offsAlgorithms & Data Structures
Author's notes

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AI HintsAI Generated

Suggested Approach

Clarify the betting options and assumptions, then compute the expected value for each by summing the product of probability and payoff. Identify the option with EV > 0 and explain how you would prove it, including any necessary calculations or simulations.

Pro tip: Emphasize the importance of understanding the underlying probabilities and payoffs, and mention that in a real-world scenario, you'd also consider risk and variance, not just EV.

1. Clarify the problem

Ask questions to understand the betting options, probabilities, payoffs, and any constraints or assumptions. Ensure you know whether the probabilities are given or need to be derived.

2. Define expected value

State the formula for expected value: EV = Σ (probability of outcome × payoff for outcome). Explain that positive EV means the average outcome is profitable.

3. Compute EV for each option

For each betting option, calculate the EV using the given probabilities and payoffs. Show your work step by step to demonstrate transparency.

4. Identify positive EV

Compare the EVs and identify which option(s) have EV > 0. If none, explain why and what would need to change.

5. Prove it

Provide a mathematical proof or a clear calculation showing that the EV is positive. If applicable, mention simulation or empirical evidence as additional support.

Key Points to Mention

  • Expected value formula and its interpretation
  • Assumptions about probabilities and payoffs
  • Calculation steps for each option
  • Comparison of EVs to identify positive EV
  • Proof via mathematical derivation or simulation
  • Consideration of risk and variance beyond EV

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