Do you want to work in HFT? You need to be very familiar with C++. Job interviews require you to demonstrate your proficiency in programming languages. An engineer from the forum website Blind highlighted one difficult technique of his in particular.
Lock-free code, essentially programming multiple threads using the same memory without blocking each other, seems to be a common trend in HFT interviews. One of his engineers at Headlands Technology was “asked to implement his lock-free SPSC queue in C++” during an interview.
It is also expected that these lock-free skills will be required in the workplace. An engineer at Millennium-owned fund WorldQuant says the lock-free code, which sometimes appears in interview questions, is “another tool in the toolbox” for his team. Note that they also say that interview questions “definitely depend on the team.”
Getting the lock-free code wrong can be very costly. Matthew Monrock, a former IMC engineer and current cryptocurrency market maker at Darley Technologies, says, “Lock-free algorithms can perform poorly if implemented or improperly used.” It could lead to.” “This is the domain of experts, and even experts often make mistakes,” he says. Lock’s Free Programming Primer by former Ubisoft technical architect Jeff Preshing can be found here.
But there’s more to interviewing than just locking down a code. One of his engineers at the Chicago Trading Company says that most companies “mainly focus on his STL utilities,” as well as “detailed questions about templates” and “the latest in his C++ field.” He says he will also work on it. They differ in “depth of C++ and, in some cases, how familiar they are with C++.”
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