I applied through a recruiter. I interviewed at Citadel Securities (Sydney)
Interview
- Approached by recruiter on linked in.
- Talk to recruiter in basic intro call, asking about prior experience and fit etc. Explain more about the role they are looking to fill
- Proceed to interview with senior manager responsible for building the new team. Informal interview but technical.
Interview questions [1]
Question 1
- Asked open ended question “talk about something in maths you are interested in” and then informal conversation from there.
- More structured question something like given dataset A and B, how would you approach answering the question “what is current market regime” using said data. (Something along those lines)
- After answering above, more about coding/implementation “how would you actually implement what you have just described”
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
Quantitative Researcher applicants have rated the interview process at Citadel Securities with 3.4 out of 5 (where 5 is the highest level of difficulty) and assessed their interview experience as 55% positive. To compare, the company-average is 53.8% 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 42 user submitted interviews for this role. To compare, the hiring process at Citadel Securities overall takes an average of 25 days.
Common stages of the interview process at Citadel Securities as a Quantitative Researcher according to 42 Glassdoor interviews include:
Phone interview: 35%
One on one interview: 30%
Skills test: 23%
Personality test: 5%
Presentation: 3%
Other: 3%
IQ intelligence test: 3%
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