I applied through an employee referral. The process took 6 weeks. I interviewed at Citadel Securities
Interview
2 round technical (may ask technical questions about resume) + virtual onsite (5 back to back interviews) + writing an essay (like applying for a university) + 4hrs assessment (personality etc)
Interview questions [1]
Question 1
Coding
Algorithms
Brainteasers
Questions on ML (feature construction & modeling)
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
