Solicité el puesto a través de un captador. El proceso duró 2 meses. Acudí a una entrevista en Citadel (Chicago, IL) en abr 2015
Entrevista
Originally two phone calls with quants, then suddenly called onsite after no response for two months, but I had taken another job and didn't go. They came back a year later and asked if I was still interested. Two more phone calls, then an onsite day with 8 people from different teams. Everyone was quite friendly and said they were impressed with my scientific experience. Not that many brainteasers (although there were some), but instead lots of detailed discussion on my past research, and several open-ended questions on statistics and time series. Another phone call afterwards, a software engineer with lots of C++ questions. Then got a rejection a few days later, despite answering their questions almost perfectly. I don't know why they had the last phone call when they had apparently already decided. Still, I enjoyed meeting them and it was generally a better experience than interviews at other such firms.
Preguntas de entrevista [1]
Pregunta 1
Expected number of rolls to see all six sides on a die,
Describe all the C++ casts and their properties,
Several questions on linear regression under different conditions
- Questions on Linear Algebra and Coding
- Discussion of a problem at the intersection of optimization and classical machine learning
- No behavioural questions or anything about my personality or work experience, the interview was purely technical
Preguntas de entrevista [1]
Pregunta 1
- Explain how to compute a product of two very large matrices in a computationally efficient way, using the structure of the problem and the matrices
Start with my own self-introduction and the interviewer's self-introduction first for five minutes, then a couple of technical questions for like thirty minutes, and in the end, questions for the interviewers about the company.
I received the interview a few weeks after applying online. During the interview i was asked by the interviewer about my past experience and also some other related technical questions.