go through your resume and some technical questions. You should be familiar with the details of the projects you did before. Technical parts focus on order statistics like variance of beta distribution.
I interviewed at Citadel Securities (London, England)
Interview
Dynamic programming question with some expectation computation. It also involved cv based questions with emphasis on technical topics on the projects I did. It was okay on difficulty, I could have passed it.
I interviewed at Citadel Securities (New York, NY)
Interview
resume submit, then 45 min call with interviewer. interview was really nice, calm, and provided guided hints. first 30 minutes were technical on math and coding and next 15 min were behaviorual.
I interviewed at Citadel Securities (London, England)
Interview
Long discussion about stats concepts like hypo testing, regression etc. Multiple standard brainteasers, can be found online. Interviewers are helpful, it is a genuine discussion rather than a one way solving interview
Interview questions [1]
Question 1
Long discussion about stats concepts like hypo testing, regression etc. Multiple standard brainteasers, can be found online.