I applied online. The process took 1 week. I interviewed at Citadel Securities (London, England) in Jan 2023
Interview
First round - ML, probability questions.
Second round - coding, probability.
Third round - coding, probability.
Interviewers were helpful and friendly.
General questions as warm up.
Interviewed for London.
Interviewer for first round was from New York.
Final interviewers were in London
Interview questions [1]
Question 1
If you had access to any information you wanted from Netflix, how would you determine the average duration of subscription.
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