I applied through a recruiter. The process took 1 week. I interviewed at Citadel (Chicago, IL) in Feb 2022
Interview
Horrible, uninterested recruiter, asked for sensitive information which I did not disclose. recruiter then ghosted me, never heard from again. Speaks to the heavy turnover the firm likely has. Seems to be a very cut throat culture
Interview questions [1]
Question 1
Asked about performance over past 3 years, but wanted it by specific security
Focus areas:
Algorithms
Systems design
Concurrency
Networking
OS internals
Performance optimization
C++/Java/Python depth
Debugging under pressure
Probability
Linear algebra
Statistics
Stochastic processes
ML fundamentals
Market microstructure
Signal generation
Expected value puzzles
Bayesian inference
Regression problems
Estimation questions
Trading simulations
very nice process, super detailed and they asked a lot about my previous research experience and really tried to understand my view on the markets and my philosophical approach to building investment strategies
The interview process consisted in an initial HR Screening, then a coding homework, and finally onsite interviews with the the team. The final interview with the Portfolio manager consisted in a case study followed by an open conversation.
Interview questions [1]
Question 1
HR Screening then coding homework, then onsite with 3 back to back interviews