Wednesday, May 16, 2012

My Recent Interview Experience in the Financial Industry -- Computer Science Fundamentals

A base salary around $150k seems to be the watershed between a regular job that can be easily landed and a better paid job that needs a lot of efforts.
If you want to get better compensations, it is mandatory that you master computer science fundamentals. Most of financial firms I dealt with just didn't ask me any financial domain knowledge. Nor did they ask so-called populate technical skills such as Ajax, j2ee web development, Java Swing or JDBC etc. Instead, they just focused on fundamentals such as thread, socket, data structures and algorithms. Especially they wanted to make sure you are good at language-agnostic commonly-used data structures and algorithms.

I used to think that only hedge funds, prop trading firms, and high-profile technology firms such as Google and Amazon asked data structures and algorithms. But now it seems that other firms are just following suit.
For thread, it is not enough to only know how to create them. You also need to know thread safety, thread pooling, memory model etc.
For socket, it is not enough to only know TCP and UDP. You also need to know the Select paradigm and how to fine tune performance and latency.
For data structures, you should be very familiar with collection, set, list, queue, hash and tree.
For algorithms, you should know very well complexity analysis (the Big-O notation),  all common sorting, median and order statistics, iterative and recursive, divide and conquer, exhaustive, back trace and dynamic programming.

There is a very well-known book "Introduction to Algorithms" from the MIT press. If you was not touch this book in school, you need to learn it by yourself unless you don't want to work for good companies.

If you have worked for many years, you feel it is not quite fare to be asked so many algorithms because new graduates usually have fresh memory on algorithms than you. But, if you think you are a smart guy who is willing to accept challenges, you should welcome any interview questions.

Speaking challenges, many firms also ask you some brain teaser questions. Basically the interviews wanted to test your analysis skills and logic reasoning capacities. Since most developers don't often face such problems at work, they feel it more difficult to work on them than on regular programming issues.
The good news is many brain teasers are relatively easier if you go through some training. A good source is the "Brain Teaser" link under my "INTERVIEW WEB SITES" section on the left.

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