TL;DR
The Secretary Problem (Optimal Stopping): A canonical quantitative trading interview question at olympiad difficulty. Commonly asked at Jane Street, Two Sigma, DE Shaw, Citadel.
By Valenke Exam Prep Team·Last updated 2026-06-01
olympiadGame Theory & Strategy
The Secretary Problem (Optimal Stopping)
Asked at: Jane Street, Two Sigma, DE Shaw, Citadel
Problem
You interview candidates sequentially for one position. After each interview, you must immediately accept or reject (no callbacks). You can rank all candidates seen so far. Find the strategy that maximizes the probability of hiring the best candidate. What is the limiting probability of success as ?
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