- Questions on Linear Algebra and Coding
- Discussion of a problem at the intersection of optimization and classical machine learning
- No behavioural questions or anything about my personality or work experience, the interview was purely technical
Interview questions [1]
Question 1
- Explain how to compute a product of two very large matrices in a computationally efficient way, using the structure of the problem and the matrices
I applied through a recruiter. The process took 2 weeks. I interviewed at Citadel in Mar 2018
Interview
I applied after I participated in the datathon. They came to Austin, TX for the datathon. It was a coding phone interview with a CFA. The interviewer was very nice and he explained the type of work they do. He explained the questions in R, wanted to me to solve them in R.
Interview questions [1]
Question 1
It was an optimization problem. Required good review of calculus and matrix algebra (eigenvalues, eigenvectors, etc.)
Start with my own self-introduction and the interviewer's self-introduction first for five minutes, then a couple of technical questions for like thirty minutes, and in the end, questions for the interviewers about the company.
I received the interview a few weeks after applying online. During the interview i was asked by the interviewer about my past experience and also some other related technical questions.