I applied online. The process took 2 weeks. I interviewed at Citadel (Chicago, IL) in Jan 2023
Interview
You start with the online application, which requires a number of things like the resume, preferred location, etc. After that, someone from HR reaches out to you to schedule a Zoom call with someone from the team you are applying to.
Interview questions [1]
Question 1
What is implied volatility? What is the probability distribution of X+Y where X and Y are iid uniformly distributed random variables?
Got asked very easy questions which I solved almost instantly. Had a good chat with the interviewer because there was quite some time left. Was rejected two weeks later on a Sunday. No feedback at all.
Interview questions [1]
Question 1
Implement function to calculate moving average for a Python list.
Classic quant brainteasers and statistics questions. Some coding portions with leetcode medium level DP problems.
Was phone screen + 1 hour online screen a few days later.
Full interview would have been a whole day, with 4-5 full interviews, but did not reach that point.
Interview questions [1]
Question 1
Classic brainteasers and coding problems on leetcode.
I applied online. I interviewed at Citadel (London, England) in Nov 2024
Interview
The process contains interviews of 45 minutes, i passed three interviews two of them was with quants and a third one with a software engineer. The interviewrs was nice and the questions was about statistics (linear regression, PCA, regularization...), brain teasers and code (type leetcode meduim) and also the software engineer asked me to code a class (oriented object programming).
Interview questions [1]
Question 1
Two guys would like to meet at a train station and they will arrive at a random time to the station (between 4pm and 5pm) each one will wait 10 minutes for the other what is th eprobability that they will meet? (the brain teasers was classical ones all of them are in the green book). Good luck and don't hesitate to code a little bit of oriented object programming. (it's because of this i didn't get the offer)