I applied through a recruiter. The process took 1 day. I interviewed at Citadel (Chicago, IL) in Nov 2016
Interview
The onsite interview lasts for about 6 hours. I spoke to 3 people in the morning and 3 in the afternoon, 20 minutes lunch break. They are quite friendly and some are helpful when you got stuck. The team analyze the data, which traditionally belongs to traders' tasks. This job focuses more on programming rather than building statistical models, not as I expected. The technical problems are quite classic, such as how many loops can you have if connect strings in a bowl, and some C++ concepts. But I did get some weird problems: what is the population in Nigeria? What is its confidence interval? Although the title is data scientist, they did not test much data science related skills, such as machine learning methods. Be prepared to answer advanced questions in both Python (2.x) and C++.
Interview questions [5]
Question 1
I randomly pick a number from 1 to 100, how would you guess? What if you have prior knowledge that I pick a number that is hard to guess such as near 1 or 100?
In a 52 cards game, you randomly draw 5 cards, then return 4 back to the dealer and you keep 1. The dealer will always know what card is in your hand. Can you tell me what strategy he used?
Inorder tree traversal. Other programming related questions: decorator, generator; virtual destructor, how is map implemented, complexity to insert/search/delete in a tree, etc.