GTS Interview Questions
34 questions spanning probability, expectation/EV, coding and algorithms, market-microstructure statistics, and brain-teasers, mirroring GTS's electronic market-making interviews.
Inside the GTS interview
GTS is a New York-based electronic market maker that quotes across equities, ETFs, options and FX with low-latency systematic strategies. Its interviews pair fast probability and expected-value reasoning with clean algorithmic coding and just enough statistics to reason about order flow and signal.
What they test
The biggest block is probability and expected value -- conditional-probability puzzles, pattern races between coin sequences, fairness tests, and pricing simple wagers by their EV. Around it sits a solid coding and algorithms core (array DP, sliding-window rank, linked lists, a little C++ semantics) and a smaller statistics strand on sampling, correlation and informed flow.
The recurring shapes
You will price a game by its expected payoff, decide whether observed data should move your belief (is the coin fair after five heads?), and translate a microstructure question -- informed vs. uninformed flow -- into an estimation problem. On the engineering side, expect maximum-subarray / best-trades DP, partitioning and covering problems, and order-statistics over a moving window.
How to approach
State assumptions out loud, write the EV as a clean sum, and reach for conditioning, symmetry, and indicator variables before brute force. For coding, name the invariant first (what each DP state means) and keep it O(n) where you can -- GTS cares that the quote is both correct and fast.
The mix leans medium with a handful of genuinely hard probability and algorithm problems and several quick easy warm-ups to settle the EV and coding fundamentals.
GTS probability questions (8)
GTS coding questions (7)
GTS expected value questions (6)
GTS combinatorics questions (4)
GTS brain teasers questions (3)
GTS statistics questions (3)
GTS optimization questions (2)
GTS regression questions (1)
GTS interview FAQ
What kind of questions does GTS ask in quant interviews?
Candidates most often report probability, coding and expected value questions. This page collects 34 of them, 3 stamped with the month they were last reported — each with a full worked solution.
How hard are GTS interview questions?
The set spans 8 easy, 20 medium and 6 hard problems. Most sit at medium difficulty — solvable in a few minutes with clean reasoning — with a harder tail that rewards knowing the canonical tricks.
How do I prepare for the GTS quant interview?
Work through this set by topic (use the sidebar), starting from your weakest area. 6 problems are free to open with their full solution, so you can judge the quality before anything else. Then walk the full GTS interview guide for the round-by-round funnel and the online assessment.
Are these the actual GTS interview questions?
They are built from candidate-reported GTS questions. We rewrite each prompt for clarity and author the worked solutions ourselves — we don't claim the wording is verbatim, and we never invent questions or recycle generic lists. 3 of 34 carry the month they were last reported.