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Sig·Software Engineer·Technical Phone Screen·Junior

Junior
Jun 2026

Summary

SIG quant engineer interview, probability and expected value question. Pretty standard for the firm but the arithmetic can trip you up if you rush.

Questions Asked (1)

Q1

You roll three fair 6-sided dice. You win $20 if all three match, $10 if exactly two match, and lose $2 if all three are different. What is the expected value per roll?

Algorithms & Data StructuresTechnical Trade-offs
Author's notes

I knew the setup immediately but fumbled counting the cases.

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AI HintsAI Generated

Suggested Approach

Break down the problem by calculating the probabilities of each outcome (all three match, exactly two match, all different) using combinatorics, then compute the expected value as the sum of each outcome's probability times its payoff. Verify that the probabilities sum to 1 and present the final expected value clearly.

Pro tip: After computing the expected value, briefly discuss how the result would change if the dice were biased or if the payouts were different, showing you can generalize and think about edge cases.

1. Define outcomes and probabilities

Identify the three possible outcomes and calculate their probabilities using counting principles. For three fair 6-sided dice, the total number of outcomes is 6^3 = 216.

2. Calculate probability of all three matching

There are 6 outcomes where all three dice show the same number (e.g., 1-1-1, 2-2-2, etc.), so probability = 6/216 = 1/36.

3. Calculate probability of exactly two matching

Choose the matching number (6 ways), choose which two dice match (3 ways), and choose the different number (5 ways), giving 6*3*5 = 90 outcomes, so probability = 90/216 = 5/12.

4. Calculate probability of all different

The remaining outcomes are all different: 6*5*4 = 120 outcomes, so probability = 120/216 = 5/9. Check that 1/36 + 5/12 + 5/9 = 1.

5. Compute expected value

Multiply each probability by its payoff and sum: EV = (1/36)*20 + (5/12)*10 + (5/9)*(-2) = 20/36 + 50/12 - 10/9 = 5/9 + 25/6 - 10/9 = 25/6 - 5/9 = (75-10)/18 = 65/18 ≈ $3.61.

Key Points to Mention

  • Total number of possible outcomes when rolling three dice is 216.
  • Probability of all three matching is 1/36.
  • Probability of exactly two matching is 5/12.
  • Probability of all different is 5/9.
  • Expected value formula: sum of (probability * payoff).
  • Final expected value is approximately $3.61 per roll.

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