TL;DR
The Secretary Problem: A canonical quantitative trading interview question at olympiad difficulty. Commonly asked at Jane Street, Citadel, Two Sigma, HRT, Optiver.
By Valenke Exam Prep Team·Last updated 2026-06-01
olympiadGame Theory & Strategy
The Secretary Problem
Asked at: Jane Street, Citadel, Two Sigma, HRT, Optiver
Problem
You are interviewing candidates for one position. After each interview, you must immediately accept or reject the candidate — no callbacks. You can rank all candidates seen so far, but you don't know the quality of future candidates.
What strategy maximizes the probability of hiring the best candidate? What is this probability for large ?
Related concepts
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