I applied through an employee referral. I interviewed at Citadel (New York, NY) in Jul 2016
Interview
Series of phone calls followed by three in person interviews for Analyst position on the Consumer Discretionary equities team. I met with the senior team leaders twice, but was ultimately informed they went with a more experienced candidate (I was 2 years out of college)
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