If you have an interview for a Market Making firm lined up, do read about these models:-
1.Avellaneda–Stoikov Model
2.Cartea–Jaimungal Market Making Models
3.Poisson / Exponential Fill-Intensity Models
4.Hawkes Process Queue-Reactive Models
5.Reinforcement Learning based Market-Making Models
6.Multi-Armed Bandit (MAB) Models
7.Almgren–Chriss Extensions for Inventory Liquidation
8.Order-Flow Imbalance (OFI) Microstructure Models