I applied through an employee referral. The process took 3 weeks. I interviewed at Citadel Securities (Chicago, IL) in Jul 2022
Interview
Got referred and reached out by HR in very soon. We schedule 1st round tech interview in the next week. The 1st round was with the team lead, mainly asked about my prev experiences and how did we implement and develop strategies. Got rej email in about 1 week.
Interview questions [1]
Question 1
Asked about current trading strategy horizons and the details of machine learning methods utilized
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