I applied through a recruiter. I interviewed at Citadel Securities
Interview
Round one was a phone interview. Went through my resume and asked about past projects and quizzed me on machine learning models that were mentioned. Also asked somewhat basic questions on probability and statistics
Interview questions [1]
Question 1
In ridge regression what happens to the expected value of the estimate if you perturb your data matrix?
Long telephonic and video interview. Maths, probability questions and a small programming assignment. Moderate difficult interview level. Motivation/ interest to join cit sec. Started
on time and very efficient use of time
It was mostly about coding. I was first being asked to share my research experience followed by a Q&A, and then we moved on to a DP problem. Since we discussed my research for ~ 40 min, I didn't have time to finish testing my code.
I interviewed at Citadel Securities (New York, NY)
Interview
Internal matching process, then straight to a technical round. Technical Interview, some probability (brainteaser style, refresh conditional probability and Markov Chain) and linear regression, plus some coding puzzle (leetcode style medium)
Interview questions [1]
Question 1
Anything you know about linear regression and related follow ups
