Pretty standard math and coding in the first round, more math and stats and coding in the second, as well as some more open-ended discussion questions (e.g. how would you fit a model to do X)
Interview questions [1]
Question 1
Implement some standard combinatorics functions (e.g. permutations, combinations, etc) in Python
The process took 1 day. I interviewed at Citadel (Chicago, IL) in Mar 2012
Interview
HR phone interview included a few basic brain teasers. Technical phone interview had to be rescheduled because interviewer did not call. Interviewer was friendly and asked some basic optimization and programming questions.
I applied online. I interviewed at Citadel (Chicago, IL) in Nov 2019
Interview
5 Round Onsite with quants/traders in chicago. Technical and somewhat extensive background / relevant experience questions in each along with time to understand the role of each interviewer and their personal approach to the work of their team.
Interview questions [1]
Question 1
What is the most efficent way to sample a 2d random distribution from two 1d random number generators
I applied online. I interviewed at Citadel in Sept 2019
Interview
received interview invitation through email. had a phone interview through coderpad one week later. it was 45min in total. no coding. no technical questions. just talking about research experience and intern experience. but the interviewer was condescending.
Interview questions [1]
Question 1
describe research projects (job market paper); describe intern experience in details