Ho sostenuto un colloquio presso Citadel Securities
Colloquio
1st round - basic probability questions, Monte Carlo questions (mix of coding and theoretical EV calculations)
onsite - more advanced questions on bid-ask spreads, market making, linear regression, normal distribution integrals, conditional probability, expected utility questions
Domande di colloquio [1]
Domanda 1
linear regression, conditional probability questions
Ho sostenuto un colloquio presso Citadel Securities
Colloquio
First is a phone call with recruiter, then phone screen with a trade with some resume questions and then technical questions. After that can be a second phone screen then onsite round
Domande di colloquio [1]
Domanda 1
Expected number of times to roll a dice before getting 2 6's in a row
Ho sostenuto un colloquio presso Citadel Securities
Colloquio
quite unorganised interview. had a face to face interview with 2people from the company. They asked a lot of questions to get some colour rather than really trying to hire someone.
Ho sostenuto un colloquio presso Citadel Securities
Colloquio
Had a recruiter phone interview then two technicals followed by an onsite final superday, much more technical than other firms and more strict. Flew out to new york for the onsite.