I applied through a recruiter. The process took 2 weeks. I interviewed at Citadel Securities
Interview
Started by discussing my recent paper, which was published in a major ML conference, and then went on to the technical questions. The interviewer asked some simple questions related to ridge regression. To my chagrin, I did not answer the questions well.
Interview questions [1]
Question 1
Questions related to ridge regression. For example, what kind of parameters are learned from ridge regression? What happens if I change the ridge regression parameter? What if I change the model slightly?
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
