very nice process, super detailed and they asked a lot about my previous research experience and really tried to understand my view on the markets and my philosophical approach to building investment strategies
Focus areas:
Algorithms
Systems design
Concurrency
Networking
OS internals
Performance optimization
C++/Java/Python depth
Debugging under pressure
Probability
Linear algebra
Statistics
Stochastic processes
ML fundamentals
Market microstructure
Signal generation
Expected value puzzles
Bayesian inference
Regression problems
Estimation questions
Trading simulations
J'ai passé un entretien chez Citadel (San Francisco, CA)
Entretien
The interview process consisted in an initial HR Screening, then a coding homework, and finally onsite interviews with the the team. The final interview with the Portfolio manager consisted in a case study followed by an open conversation.
Questions d'entretien [1]
Question 1
HR Screening then coding homework, then onsite with 3 back to back interviews
