IMC Trading interview preparation

Global market maker focused on exchange traded products and electronic trading, looking for adaptable thinkers who build fast, resilient systems.

• Bid-Ask Spread as a Percentage of Mid
• Time Value of Money: Monthly Compounding
• Delta of a European Call in Black–Scholes
• Gamma of a European Call in Black–Scholes
• Implied Volatility from an ATM Call Price
• No-Arbitrage Forward Price
• Theta via a One-Day Finite Difference
• Vega: Price Change from an Implied Volatility Move
• Birthday Day-of-Week Coincidence for Three People
• Black–Scholes Gamma Formula
• Call Option Payoff at Expiration
• Call Option vs Stock: Key Advantage
• Clock Hand Angle at 3:15
• Clock Hand Angle at 9:45
• Order Statistics: Probability the Maximum is Below a Threshold
• Put-Call Parity: Solve for the Put Price
• Cards Needed for 100-Level Card Tower
• Circular Seating in Birthday Order
• Expected Value vs Risk: Coin Flip Betting Games
• Find the Heavier Ball in 12 with Minimum Weighings
• Geometric Series and Quick Probability Calculations
• Key Difference Between Option and Futures Pricing Inputs
• Mutilated Chessboard and Domino Tiling
• Probability of Strictly Increasing Die Sequence
• Red-Black Card Game with Optional Stopping
• Sports Betting Arbitrage with Plus Odds
• Taxman Game: Maximize Your Score (N=6)
• Three Fishermen Dividing Fish