I applied through a recruiter. I interviewed at Citadel Securities (London, England) in Feb 2024
Interview
I only got the the screening round, but there would have been 2/3 rounds after this including LeetCode style questions and meetings with the manager. I think the further rounds would also have technical components regarding ML (my background) as well as basic maths.
Interview questions [1]
Question 1
If you toss a fair coin N times, what is probability that you will get an even number of heads?
Follow up: now what if you have N - 1 fair coins, and the Nth coin is not fair, but lands on heads with probability p?
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