Quant interview prep guides

Market Making Whiteboard Interview Guide

Market making whiteboard interview guide for organizing state, quotes, inventory, trades, and updates on a board or scratchpad.

Candidates in onsite or whiteboard market-making discussions.

Keep the board stateful

Use the board to track fair value, bid, ask, inventory, cash or score, and recent information.

Use a small table

A simple table with columns for round, quote, trade, inventory, and reason is enough for most toy trading games.

Concrete example

Round 1: fair 50, quote 48 at 52, customer buys, inventory -1, update fair to 51 after buy flow.

Do not over-format

The board should speed reasoning, not become a paperwork exercise. Keep only what supports the next decision.

Summarize before decisions

Before requoting, read the current state from the board: position, fair value, and risk.

Common mistakes

Candidates often write calculations but not state. Market-making whiteboards need both.

Practice the pattern

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