I applied through university. The process took 3 months. I interviewed at Citadel (London, England) in Nov 2015
Interview
Applied through college career portal, submitted CV and cover letter. Then got called for telephone interview. The telephone interview was about 40 minutes that covers everything on my CV, curricular and programming skills.
Focus areas:
Algorithms
Systems design
Concurrency
Networking
OS internals
Performance optimization
C++/Java/Python depth
Debugging under pressure
Probability
Linear algebra
Statistics
Stochastic processes
ML fundamentals
Market microstructure
Signal generation
Expected value puzzles
Bayesian inference
Regression problems
Estimation questions
Trading simulations
very nice process, super detailed and they asked a lot about my previous research experience and really tried to understand my view on the markets and my philosophical approach to building investment strategies
The interview process consisted in an initial HR Screening, then a coding homework, and finally onsite interviews with the the team. The final interview with the Portfolio manager consisted in a case study followed by an open conversation.
Interview questions [1]
Question 1
HR Screening then coding homework, then onsite with 3 back to back interviews