I applied in-person. The process took 3 months. I interviewed at Citadel in Sep 2019
Interview
Extremely disappointing experience. They contacted me themselves for the interview but they're highly biased towards Ph.D. and don't respect Master students. I had interviews with several teams and did well in all of them, answered every question, but didn't even get a final round. Theirs teems kept referring me to other teams and finally, after asking for an update for 2 months, they sent me a rejection.
I had interviewed with TwoSigma, DE Shaw, and other firms and their process was so much better. I'd suggest anyone who is thinking of Citadel to apply to these firms and compare then make a decision.
Interview questions [1]
Question 1
who cares....even if you solve everything they won't select you until you're a PhD
- Questions on Linear Algebra and Coding
- Discussion of a problem at the intersection of optimization and classical machine learning
- No behavioural questions or anything about my personality or work experience, the interview was purely technical
Interview questions [1]
Question 1
- Explain how to compute a product of two very large matrices in a computationally efficient way, using the structure of the problem and the matrices
Start with my own self-introduction and the interviewer's self-introduction first for five minutes, then a couple of technical questions for like thirty minutes, and in the end, questions for the interviewers about the company.
I received the interview a few weeks after applying online. During the interview i was asked by the interviewer about my past experience and also some other related technical questions.