Quant interview prep guides

Risk of Ruin Interview Questions

Risk of ruin interview prep for lower boundaries, bankroll loss, random walks, positive-EV misconceptions, and survival checks.

Advanced candidates working on bankroll, random walk, and gambler ruin prompts.

Ruin is a boundary event

Risk of ruin asks for the probability of hitting a lower boundary, such as zero bankroll, before reaching a safer or target state.

Random walk connection

Many ruin problems can be modeled as a random walk with absorbing boundaries.

Concrete example

If a player gains 1 on a win and loses 1 on a loss, bankroll moves like a step process until it hits zero or a target.

EV versus survival

A game can have positive expected value per round and still carry meaningful ruin probability under large bet sizing.

Sizing effect

Smaller bet sizes usually reduce ruin risk in toy models, but may also change growth and time-to-target tradeoffs.

Common mistakes

Candidates often assume positive EV means ruin is impossible. Expected value and path survival are different questions.

Practice the pattern

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