Resume, online screen, couple rounds of interviews. Was pretty standard stuff, lots of probability and linear algebra. Question was about probability and market pricing. Also a resume screen but no idea what is in that
Interview questions [1]
Question 1
The question was on pricing an option based off a geometric distribution
I applied online. I interviewed at Citadel Securities
Interview
the discussed topics themselves are very broad and include anything from your past research to open-ended questions on stats/dl/games; I had 6 rounds but usually folks have 5 to 7 of them, depends on the number of teams that are interested in u; all interviews were recommended to be finished in 40 minutes, but we managed to chat with interviewers for 10-20 minutes after the technicals; the staff was kind and the process itself more resembled some type of informal and pretty chill chat
I interviewed at Citadel Securities (New York, NY)
Interview
Two interviews, one technical questions kind of tailored to your field but are very specific. Another one is deep-dive on one of your own works. This one basically needs you to explain your works in detail.
Interview questions [1]
Question 1
What models would you use to fit prices of financial instruments