Self introduction first, then resume screening. Three technical questions. Two about linear algebra, one about drunk man random walk, asking the probability of reaching A first before reaching B. Finally, some questions to ask the interviewer.
Interview questions [1]
Question 1
Initially, the interviewer used some terminologies in fixed income, such positions and some other words, which is hard to decipher due to lack of experience. After I asked him/her to translate into math language, (which also took a lot effort), it turns out to be simple linear algebra and least square problems.
I applied through a recruiter. I interviewed at Citadel
Interview
After the initial recruiter call, I moved on to a 45-minute virtual interview. The session was a mix of LeetCode-style algorithmic problems, along with some probability and statistics questions. The coding portion wasn't too difficult—I'd say it was around the Medium level.
Interview questions [1]
Question 1
X,Y and Y,Z positive correlated. What can we say about X,Z
I applied through a recruiter. I interviewed at Citadel
Interview
Reach out directly without oa, give some basic probability and stats question, also ask about something on the resume. the interviewer is pretty nice, and answered all questions, still got rejected lol
Two phone screens, one was a Leetcode Easy coding problem along with general ML questions. Second asked some probability statistics questions. Last one was about my research and a general feeler about my knowledge of economics and current events.
Interview questions [1]
Question 1
If you have a dataset with many features, what methods can you used to reduce the dimension?