3 rounds phone interview (couple weeks apart) then final on site in Chicago. Phone interview had each 2-3 questions lasted 30-45 min. On site was a whole day process .
Interview questions [1]
Question 1
Regress X1 against Y get R2 of 0.1 then regress X2 against Y get R2 of 0.2. What is max R2 of regressing X1 and X2 against Y.
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
