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
Acudí a una entrevista en Citadel (San Francisco, CA)
Entrevista
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.
Preguntas de entrevista [1]
Pregunta 1
HR Screening then coding homework, then onsite with 3 back to back interviews