I applied through a recruiter. I interviewed at Citadel Securities
Interview
Overall smooth - the interviewer is friendly and polite. However, the questions are higher-level than I expected - they focus on the initiative of the whole project instead of technical details.
Interview questions [1]
Question 1
My past research experience and details of my projects based on my CV.
I interviewed at Citadel Securities (New York, NY)
Interview
The first round was a phone screen. The interviewer started by asking many detailed questions about my resume, including my research experience, technical projects, and the reasoning behind some of the methods I used. After that, I was asked one probability question, which was a classic waiting-time problem. The conversation was friendly and smooth, and the interviewer was very engaging. There was also a follow-up coding component where I needed to use Python, especially pandas and NumPy, to compute or verify the result.
Interview questions [1]
Question 1
A classic probability question about waiting for a bus: given certain assumptions about bus arrival times, how would you calculate the expected waiting time?
The classic correlation matrix question, diagonal 1's, others \rho, what is the range of \rho. Then some questions on the loading speed of csv file, parquet file, wrt to the file size. The interviewer was nice.
Interview questions [1]
Question 1
The classic correlation matrix question, diagonal 1's, others \rho, what is the range of \rho. Then some questions on the loading speed of csv file, parquet file, wrt to the file size.
