One 45 minute interview consisting of two parts, a statistical problem and a coding problem. The coding problem was a typical leetcode question and the statistical problem was something you might find in a typical "prep for quant interview" book
Interview questions [1]
Question 1
The stats question was about drawing black and red balls from an urn under certain conditions and coming up with a distribution for each outcome, the leetcode question was about finding pairs of elements that sum to a particular value in a sorted list
Applied through a recruiter, had a zoom call with a PM in Miami. Interviewer was nice but they did not sound like they are actually hiring so it's a bit confusing
Started with technical questions on standard statistics and ml after a brief introduction. Questions got progressively harder and required more intuition, for example on correlation and how to handle model assumptions.
Interview questions [1]
Question 1
Assumptions of OLS and scenarios where you would implement it over other models
I interviewed at Citadel Securities (London, England)
Interview
Reasonable probability focus — mainly Greenbook material and standard distribution or Markov chain questions. Nothing unusual or tricky; just solid core topics worth revising thoroughly. All quite expected overall.
Nothing unexpected,
Interview questions [1]
Question 1
Coinflip EV questions - first Heads, Tails or Heads Heads
Quantitative Analyst applicants have rated the interview process at Citadel Securities with 3.5 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 53.8% positive. This is according to Glassdoor user ratings.
Common stages of the interview process at Citadel Securities as a Quantitative Analyst according to 2 Glassdoor interviews include:
Skills test: 40%
Background check: 20%
Phone interview: 20%
One on one interview: 20%
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