They asked questions about my job market paper and some statistical questions. The statistical part was about some variables with an assumed distribution - you are expected to use Bayes theorem to solve it.
Interview questions [1]
Question 1
Given three variables x, y, and z, where: x ~ n(0,1), z ~ n(0,sigma^2), and y = x + z.
x is independent of z. For a given draw of y, what is the expected distribution of x? p(x|y)
- 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
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.
Quantitative Researcher applicants have rated the interview process at Citadel with 3.3 out of 5 (where 5 is the highest level of difficulty) and assessed their interview experience as 50% positive. To compare, the company-average is 46.4% positive. This is according to Glassdoor user ratings.
Candidates applying for Quantitative Researcher roles take an average of 19 days to get hired, when considering 111 user submitted interviews for this role. To compare, the hiring process at Citadel overall takes an average of 20 days.
Common stages of the interview process at Citadel as a Quantitative Researcher according to 111 Glassdoor interviews include:
Phone interview: 30%
One on one interview: 19%
Presentation: 16%
Skills test: 13%
Background check: 6%
IQ intelligence test: 5%
Personality test: 4%
Drug test: 3%
Group panel interview: 2%
Other: 2%
Here are the most commonly searched roles for interview reports -