Ho presentato la mia candidatura online. Ho sostenuto un colloquio presso Citadel Securities (Hong Kong) nel mese di feb 2024
Colloquio
There was no online assessment.
The first round of the interview was with the quantitative research team and lasted about 45 minutes. Half of the interview focused on resume-based questions, while the other half consisted of technical questions. I was asked to solve a leetcode-style programming problem, which was a dynamic programming question.
Domande di colloquio [1]
Domanda 1
asked to solve a problem about dynamic programming
Ho presentato la mia candidatura online. Ho sostenuto un colloquio presso Citadel Securities
Colloquio
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
Ho sostenuto un colloquio presso Citadel Securities
Colloquio
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
Domande di colloquio [1]
Domanda 1
The question was on pricing an option based off a geometric distribution
Ho sostenuto un colloquio presso Citadel Securities (New York, NY)
Colloquio
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.
Domande di colloquio [1]
Domanda 1
What models would you use to fit prices of financial instruments
