I applied through university. I interviewed at Citadel (Beijing, Beijing) in Dec 2015
Interview
This are two onsite interview and each one lasts for about 30 minutes. One group goes over my CV and asks me about the academic background, some projects, etc. Because I have worked on some quantitative trading projects before, the questions focus on what you think about statistical model, whether the prediction accuracy based on training sample or independent test sample. The other group asks the same questions. I don'r think I perform well and so interview doesn't last long.
Interview questions [1]
Question 1
Do you know in-sample error and out-sample error ?
I applied through university. The process took 2 weeks. I interviewed at Citadel in Sep 2022
Interview
two phone screens. some interviewers were nice and others were more strict, lots of interesting math and research discussed. got asked a flurry of technicals, ramping up in difficulty each time, and even some open ended questions where they explicitly said there is no interview-tractable solution and just wanted to hear my ideas for an approach
Interview questions [1]
Question 1
How do you generate a 1/4 probability using just coin flips? 1/3 probability? 1/pi probability?
I applied online. The process took 3 weeks. I interviewed at Citadel
Interview
HR phone call, tech phone call, then on site visit.
No food or breaks provided, pretty exhausting by the end when you meet with the manager who I would never speak highly about.
Interview questions [1]
Question 1
Algorithms, data structures and SQL on whiteboard
About 6 hours of 1:1 technical interviews with 5+ people in various domains (networking, database, programming, hardware).
A few phone interviews followed by technical chat with team member. Asked about past projects specifically, and followed by some questions that require a lot of working experiences to answer.
