1. The email from Citadel asked me to explain some financial products.
2. Motivation is more important, the willingness to join is important.
3. Have a good understanding of the position.
4. To find the real point of interest, support your point of view with examples.
5. Ask about your experience in detail, look at your analytical skills / problem solving skills.
6. The final question-and-answer session.
- 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
Interview questions [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.