Quant interview prep guides

Market Making Interview Questions Guide

Market making interview questions guide covering fair value, bid-ask quotes, inventory, order-flow updates, and clear trading-game communication.

Candidates starting market-making and trading-game prep.

What market-making questions test

Market-making interviews test whether you can estimate fair value, quote a two-sided market, update after trades, and manage risk while explaining your assumptions.

Start from fair value

Before giving a bid and ask, name your best estimate of the asset or game value. The quote should be anchored to that estimate, not chosen randomly.

Concrete example

If your fair value estimate is 50 and uncertainty is moderate, a toy first quote might be 48 bid and 52 ask. The exact spread depends on risk, information, and game context.

Update after trades

If someone buys from your ask, you now have inventory and possible information from order flow. A good answer explains whether fair value, spread, or skew should move.

Practice path

Drill the loop: estimate fair value, quote bid and ask, observe trade direction, update inventory, revise quote, and explain the next quote in one sentence.

Common mistakes

Candidates often quote before estimating fair value, ignore inventory, or give a new quote without explaining what changed.

Practice the pattern

Use the LeetQuidity curriculum and calibration to turn this topic into a focused practice plan.