Optiver·Data Scientist·Onsite - Multi Round
Apr 2026
Optiver data scientist interview included a market-making game where you quote intervals on estimation questions and get scored on tightness vs coverage. Five rounds, need a cumulative 2.0 to pass. Genuinely one of the more interesting interview formats I've seen, but the math sneaks up on you fast.
- You're playing a 5-round market-making game where each round you quote a closed interval [L, U] around an unknown positive quantity. If the true answer falls inside your interval you score L/U, otherwise zero. Your total across all five rounds needs to reach 2.0 to pass. How do you analyze and play this game?
- For a single round of the game, how do you choose the optimal interval [L, U] given your subjective uncertainty about the true answer?
- If you use a fixed ratio r = U/L every round, how does your pass probability depend on r? Compare a few different tightness levels.
- How should you adapt your interval tightness across rounds if you can observe your running score after each round?
- What if one of the estimation questions has uncertainty spanning several orders of magnitude? What does the scoring rule imply about your attainable score in that round?
- If you could see all five questions before quoting any intervals, how would you allocate risk across them differently than if you had to answer sequentially?
“This was the whole interview basically.” The rest of the author's notes on Data Scientist interview at Optiver, Onsite - Multi Round round, covers how they worked through the question, what the panel pushed back on, and what they would do differently.
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