I applied online. The process took 3 weeks. I interviewed at Citadel Securities in Mar 2023
Interview
Called via zoom. Asked about previous experience and a question about stats. Each section takes about 20 minutes. The question was straightforward but not easy. It is math intensive. No coding questions.
Interview questions [1]
Question 1
previous research experiences and research paper. + a stats question
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