The process took 4 weeks. I interviewed at Citadel Securities (Chicago, IL) in Jul 2017
Interview
It was a great experience. First, a phone screen with the company's Campus Recruiter asking about my background and my internship experience. After that, two technical phone interviews, followed by a full-day onsite interview in their Chicago office. The onsite interview was intensive, but a great chance to meet smart people working there. The whole interview process lasted about four weeks, and received the offer in about another 10 days. The recruiter is very professional and experienced. When she called me about the offer, she even explained the benefits in detail to me, which is very helpful to a fresh graduate.
Interview questions [1]
Question 1
Be well-prepared in quant, algorithm, statistics and programming if you want to be a QR. In addition, behavior questions are also very important.
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