I applied online. I interviewed at Citadel Securities (Chicago, IL) in Nov 2020
Interview
Applied via company website. Was contacted by a Citadel recruiter via email. I was selected to interview for both Citadel and Citadel Securities. Scheduled two back-to-back interviews with one employee from each. Interview questions were difficult. Was required to code and write latex in coderpad. One junior interviewer was fairly rude. One senior interviewer was very nice.
Interview questions [3]
Question 1
Leetcode Hard #188. Best time to buy and sell a stock if you can complete at most k transactions.
Randomly generate points (x,y) on the circumference of a circle (two dimensions). What is Var(x)? What if you randomly generate points on the surface of a sphere instead?
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
