A remote call with one of the researchers from the Sidney office. Asked a question on 2d diffusion with stopping boundaries. Wasn't much helpful and let me figure out the main points of the problem on my own.
Interview questions [1]
Question 1
You start at the origin and you can go either up/down or left/right. How far do you get in N steps. If there are two boundaries, what is the probability that you reach one before the other
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