I applied through a staffing agency. The process took 2 weeks. I interviewed at Citadel (Hong Kong) in Apr 2024
Interview
Case Study, had to think about a dataset and how to extract insights. Interviewer was pleasant and collaborative. Overall a good experience even though I did not manage to get an offer.
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.