I applied through a recruiter. I interviewed at Citadel Securities (Sydney)
Interview
- Approached by recruiter on linked in.
- Talk to recruiter in basic intro call, asking about prior experience and fit etc. Explain more about the role they are looking to fill
- Proceed to interview with senior manager responsible for building the new team. Informal interview but technical.
Interview questions [1]
Question 1
- Asked open ended question “talk about something in maths you are interested in” and then informal conversation from there.
- More structured question something like given dataset A and B, how would you approach answering the question “what is current market regime” using said data. (Something along those lines)
- After answering above, more about coding/implementation “how would you actually implement what you have just described”
Long telephonic and video interview. Maths, probability questions and a small programming assignment. Moderate difficult interview level. Motivation/ interest to join cit sec. Started
on time and very efficient use of time
It was mostly about coding. I was first being asked to share my research experience followed by a Q&A, and then we moved on to a DP problem. Since we discussed my research for ~ 40 min, I didn't have time to finish testing my code.
I interviewed at Citadel Securities (New York, NY)
Interview
Internal matching process, then straight to a technical round. Technical Interview, some probability (brainteaser style, refresh conditional probability and Markov Chain) and linear regression, plus some coding puzzle (leetcode style medium)
Interview questions [1]
Question 1
Anything you know about linear regression and related follow ups