I applied online. The process took 2 weeks. I interviewed at Citadel Securities (New York, NY) in Feb 2024
Interview
Phone interview with recruiter, then phone interview with Portfolio Manager. PM was math and fit based questions looking for thinking ability. Recruiter was to see why you were wanting job and why Citadel.
Interview questions [1]
Question 1
Lots of probably based math questions in first round, don’t hesitate to ask questions and take it slow. They want to know how you think.
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