Data Science applicants have rated the interview process at Citadel with 4 out of 5 (where 5 is the highest level of difficulty) and assessed their interview experience as 50% positive. To compare, the company-average is 55.1% positive. This is according to Glassdoor user ratings.
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The interview process consisted of multiple rounds, including an initial HR screening, a technical coding test, and several interviews with data scientists and hiring managers. Questions covered data structures, algorithms, probability, and case studies relevant to quantitative research.
Starts with an overview of your resume and a review of any experience you have working with data and the impact it has. Then you have some case studies on different datasets and how you use them to derive investment relevant insights.
Interview questions [1]
Question 1
Give Dataset A how would you construct features to predict equity returns from it. What are some considerations you would make.
I applied through a recruiter. The process took 3 months. I interviewed at Citadel (New York, NY) in Dec 2021
Interview
A few rounds with hiring manager and team members. Then 3 hour technical assessment working with data in Jupyter environment and answering questions. The final interview was supposed to be meeting with the COO but they ended up giving several additional interviews after that which were not in the original process laid out. It ended up going on for several months.