The process took 3 weeks. I interviewed at Citadel in Dec 2024
Interview
With the team portfolio manager. mostly about the working style about my current desk. gave some introduction about the responsibilities about the role. Some behavirol questions like what's your biggest weakness you wanna fix next year and the biggest strength.
Interview questions [1]
Question 1
what's your biggest weakness you wanna fix next year and the biggest strength.
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
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
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.
Interview questions [1]
Question 1
HR Screening then coding homework, then onsite with 3 back to back interviews