I applied through a recruiter. The process took 4 weeks. I interviewed at Citadel (London, England) in Oct 2020
Interview
I was contacted by a headhunter. The process took a few weeks. Both technical and competency-based interviews. Questions on derivatives, coding, maths, and product-specific. Series of 1:1 on video conference (was done during lockdown).
Interview questions [1]
Question 1
To solve with Python: calculate the expected value of a game where the player gets paid the number on a die. The player can re-roll the die up to n times and can stop at any time.
45 minutes zoom video call interview with the team's manager. Mostly behavior and culture fit questions. Asked about optimal control, coding experience, factor model. The interviewer is friendly but does not give you any hints on the questions and quickly moves on to the next question if you miss the current one
Interview questions [1]
Question 1
Mostly behavior and culture fit questions. Asked about optimal control, coding experience, factor model
