Solicité el puesto a través de un captador. El proceso duró 2 días. Acudí a una entrevista en Citadel Securities (Croton-on-Hudson, NY) en feb 2022
Entrevista
4 phone interviews held online. they briefly asked about my background and asked me to tell me about myself. They then jumped into coding and technical part of interview. Each interview was 45 min long.
Preguntas de entrevista [1]
Pregunta 1
2 coding question; function to write square root and given n, generate all permutations of 1:n.
Background questions about resume and multicollinearity concept discussion
Envié una solicitud electrónica. Acudí a una entrevista en Citadel Securities
Entrevista
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
Acudí a una entrevista en Citadel Securities (New York, NY)
Entrevista
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.
Preguntas de entrevista [1]
Pregunta 1
What models would you use to fit prices of financial instruments
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
Preguntas de entrevista [1]
Pregunta 1
The question was on pricing an option based off a geometric distribution