我要把我的眼睛捐献给NIH# Parenting - 为人父母
G*n
1 楼
娃满月了，看着他对这个世界的好奇，我无法入睡。
物理phd最后一年，早已对学术界失望，对学术生涯失去热情。老板很supportive，今
年之内完成论文。之前三天打鱼准备了一会儿编程，面了几个，都没有结果。可能是之
前太多事情让自己分心，而且比较迷茫，没有一个准确的目标。（现在也不确定。。。）
现在生活慢慢稳定下来，虽然赶不上summer intern了，还是希望能在毕业之前找到工
作。
地点：大波士顿地区（至少暂时不能离开），纽约地区也可以试试
目标：entry-level 大公司码工，quant，data scientist （支持H1b和opt extension
的）
背景：top20 Physics phd，本科国内top3，成绩和学习能力没问题，数学和解题能力
不错，但没有实习经历。phd方向实验和理论，显微镜成像图像处理，数据分析，MC数
值模拟
技能：C++很熟练，Matlab。其他的都会一些，core java/j2ee, machine learning,
sql都有听过公开课和做作业，数据结构和算法会的有限。leetcode做（看）过20%，没
有认真去刷
差不多就这些，求高人REFER！ full-time, part-time， fall， intern都可以（特求
oracle MA office，没有找到投递简历途径，申请都没有消息，听说他家只看cs/ee专
业的~）。娃偶尔漏出的自信微笑让我感觉到责任的力量。
站内信，谢谢了！
附一些非主流面经：
Bloomberg OTC Quant Intern
1. Tell about your programming experience
2. We have a class with constructors, assignment operator and destructor. If
we add a pointer data member, what needs to modify?
3. Difference between deep copy and shallow copy
4. An array size n, initialized as {1,2,3, … , n}, randomly choose one set
to zero. Any algorithm faster than O(n)
5. Stopping time, stopped process
6. Brownian motion W(t), starts at x ~ U(0,1), what is the expected time to
leave the interval (0,1)?
E[W(T)] = 0*(1-p1) + 1*p1 = E[W(0)] = x, p1 = x, p0 = 1- p1 = 1- x
E[W^2-T] =0*(1-p1) + 1*p1 - T = x - T = E[W^2(0) - 0]
thus, E[T] = x - E[W^2(0)] = x (1-x)
expected time = int_0^1 E[T] (x) dx = 1/6
7. Memory leak
new and delete
reallocate memory only if you’ve deleted
pointer: assignment, local pointer
square bracket in delete
inheritance wrong delete (virtual destructor)
8. program crash
overflow 1/0
dead loop
9. Digital option: S0 = 100, pays $1 if ST > 120. Price the optio. What if
volatility low or high? What if stock price follows normal distribution,
instead log-normal?
Google software intern
1st
1. memory (exact bytes) cost of hash table and bst. time complexity of
insertion, deletion and searching
2. sort algorithm, name one
3. coding: x^y, use least amount of multiplication
2nd
1. coding: add size to treenode as the total number of nodes below, finding
kth node; test samples
Mathworks, C++ software intern
都是三哥，临时给你share google doc开始编程。。
1st:
1. coding: rectangular intersect
2. virtual function
3. BST search, traversal
4. stl library
2nd:
1. coding: A language with only '(', ')', '{', '}' as legal tokens, write
function to check string valid; write test samples
2. closure??? what?
3. BFS on a tree
4. check cycle in a directed/undirected graph, DFS
5. image RGB, matrix transpose in C++. instead of 3d array, compress into 2d
array, how to transpose?
Lattice Engine, Eng intern
1st & 2nd, they like OOD
1. linear regression problem
2. OOD: a zoo, predator and prey, feeding....(don't remember)
3. some image matrix problem
4. static in C++ or Java
5. virtual function..
Jane Street, quant intern
smart guys. smart, but different questions.
1st
1. a/b ~(0.48, 0.52), find all integer b
2. planet lines up problem, period 60,84,140, first time to line up?
2nd
1. payoff of the game: roll 6 times, $1 behind door 1-6, get the money once
you roll 1-6; confident level
2. big text file with lines. write an algo to randomly select 50 lines
物理phd最后一年，早已对学术界失望，对学术生涯失去热情。老板很supportive，今
年之内完成论文。之前三天打鱼准备了一会儿编程，面了几个，都没有结果。可能是之
前太多事情让自己分心，而且比较迷茫，没有一个准确的目标。（现在也不确定。。。）
现在生活慢慢稳定下来，虽然赶不上summer intern了，还是希望能在毕业之前找到工
作。
地点：大波士顿地区（至少暂时不能离开），纽约地区也可以试试
目标：entry-level 大公司码工，quant，data scientist （支持H1b和opt extension
的）
背景：top20 Physics phd，本科国内top3，成绩和学习能力没问题，数学和解题能力
不错，但没有实习经历。phd方向实验和理论，显微镜成像图像处理，数据分析，MC数
值模拟
技能：C++很熟练，Matlab。其他的都会一些，core java/j2ee, machine learning,
sql都有听过公开课和做作业，数据结构和算法会的有限。leetcode做（看）过20%，没
有认真去刷
差不多就这些，求高人REFER！ full-time, part-time， fall， intern都可以（特求
oracle MA office，没有找到投递简历途径，申请都没有消息，听说他家只看cs/ee专
业的~）。娃偶尔漏出的自信微笑让我感觉到责任的力量。
站内信，谢谢了！
附一些非主流面经：
Bloomberg OTC Quant Intern
1. Tell about your programming experience
2. We have a class with constructors, assignment operator and destructor. If
we add a pointer data member, what needs to modify?
3. Difference between deep copy and shallow copy
4. An array size n, initialized as {1,2,3, … , n}, randomly choose one set
to zero. Any algorithm faster than O(n)
5. Stopping time, stopped process
6. Brownian motion W(t), starts at x ~ U(0,1), what is the expected time to
leave the interval (0,1)?
E[W(T)] = 0*(1-p1) + 1*p1 = E[W(0)] = x, p1 = x, p0 = 1- p1 = 1- x
E[W^2-T] =0*(1-p1) + 1*p1 - T = x - T = E[W^2(0) - 0]
thus, E[T] = x - E[W^2(0)] = x (1-x)
expected time = int_0^1 E[T] (x) dx = 1/6
7. Memory leak
new and delete
reallocate memory only if you’ve deleted
pointer: assignment, local pointer
square bracket in delete
inheritance wrong delete (virtual destructor)
8. program crash
overflow 1/0
dead loop
9. Digital option: S0 = 100, pays $1 if ST > 120. Price the optio. What if
volatility low or high? What if stock price follows normal distribution,
instead log-normal?
Google software intern
1st
1. memory (exact bytes) cost of hash table and bst. time complexity of
insertion, deletion and searching
2. sort algorithm, name one
3. coding: x^y, use least amount of multiplication
2nd
1. coding: add size to treenode as the total number of nodes below, finding
kth node; test samples
Mathworks, C++ software intern
都是三哥，临时给你share google doc开始编程。。
1st:
1. coding: rectangular intersect
2. virtual function
3. BST search, traversal
4. stl library
2nd:
1. coding: A language with only '(', ')', '{', '}' as legal tokens, write
function to check string valid; write test samples
2. closure??? what?
3. BFS on a tree
4. check cycle in a directed/undirected graph, DFS
5. image RGB, matrix transpose in C++. instead of 3d array, compress into 2d
array, how to transpose?
Lattice Engine, Eng intern
1st & 2nd, they like OOD
1. linear regression problem
2. OOD: a zoo, predator and prey, feeding....(don't remember)
3. some image matrix problem
4. static in C++ or Java
5. virtual function..
Jane Street, quant intern
smart guys. smart, but different questions.
1st
1. a/b ~(0.48, 0.52), find all integer b
2. planet lines up problem, period 60,84,140, first time to line up?
2nd
1. payoff of the game: roll 6 times, $1 behind door 1-6, get the money once
you roll 1-6; confident level
2. big text file with lines. write an algo to randomly select 50 lines
