Focus areas:
Algorithms
Systems design
Concurrency
Networking
OS internals
Performance optimization
C++/Java/Python depth
Debugging under pressure
Probability
Linear algebra
Statistics
Stochastic processes
ML fundamentals
Market microstructure
Signal generation
Expected value puzzles
Bayesian inference
Regression problems
Estimation questions
Trading simulations
very nice process, super detailed and they asked a lot about my previous research experience and really tried to understand my view on the markets and my philosophical approach to building investment strategies
I applied through a recruiter. The process took 1 week. I interviewed at Citadel (New York, NY) in Mar 2023
Interview
Was connected via a head hunter. Did one introductory interview with who would be my boss for an investment analyst on the fundamental equities side of the business. Straightforward video call.