Prep by Firm

Da Vinci Derivatives interview prep: train the exact formats

A volatility trading firm: a hard no-calculator numerical quiz, an HR round that spot-checks your mental math and volatility knowledge, then technical rounds of card games, option theory and puzzles. Every one of those formats has a matching drill here, free, in your browser.

Open the Da Vinci training plan Try the numerical sprint first

What the Da Vinci Derivatives process tests

A numerical quiz: around 50 hard questions in 10 minutes, no calculator.
An HR round that spot-checks mental math live (a fraction to four decimals, then the fifth) and your grasp of volatility trading.
Technical rounds: market-making games, often on cards.
Option theory and directional intuition.
Math puzzles and brainteasers.

Warm up on the real thing

HR precision check: 8/17 to four decimals?

0.4706. 8/17 = 0.470588..., so 0.4706 to four places (and 0.47059 to five). Their HR round asks for the answer, then the next decimal, testing precision and memory together.

No-calculator quiz pace: 13 × 17

221. Use the difference of squares around 15: (15 − 2)(15 + 2) = 225 − 4 = 221. Products that straddle a round number collapse to one square minus one square.

Volatility intuition: a stock is 100 and in a month is equally likely to be 90 or 115. Fair value of a call struck at 100?

7.5. The call pays 0 at 90 and 15 at 115, so its value is 0.5 × 0 + 0.5 × 15 = 7.5. Pricing an option as the expected payoff is the base of the volatility trading they live on.

A ready-made training plan

The app's Prep by Firm desk has a Da Vinci Derivatives card that maps each stage of their process onto the right drill and launches it in one click: the 80-in-8 sprint (their no-calculator quiz at pace), a timed run on fractions, division and decimals (the HR precision checks), the Odds Sprint for fast probability, a probability study set on expected value, cards and market intuition, the market-making arena (their card-based technical game), and a full timed interview simulation. Your best scores are tracked per format so you can see where the bar still is.

Start the Da Vinci plan free

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Explore the rest of the desk

Mental MathZen, timed and sprint drills across 11 categories Probability Lab285 interview questions with worked solutions BrainteasersClassic puzzles with progressive hints and AI grading Market Maker ArenaQuote two-sided markets against informed flow Interview SimA timed, three-part mock with a debrief

Based on public interview reports and candidate accounts; formats change, so verify the current process with your recruiter. My Quant Journey is independent: not affiliated with, sponsored by or endorsed by Da Vinci Derivatives.