J'ai passé un entretien chez Citadel (New York, NY)
Entretien
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.
Questions d'entretien [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
Questions d'entretien [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.