I applied online. I interviewed at Citadel Securities (Chicago, IL) in Mar 2021
Interview
onsite interview. I was supposed to meet 4 people, but they terminated the process by the 2nd interview. Questions related to simple maths (linear algebra), followed by questions about how I tackled difficult processes on my previous role,
Interview questions [1]
Question 1
Possible values of rho in a 3x3 correlation matrix [1 rho rho, rho 1 rho, rho rho 1]