I applied through a recruiter. I interviewed at Citadel (Chicago, IL) in Jan 2016
Interview
Mostly a fishing expedition for gossip about my employer. The recruiter pleaded with me to take the interview. At the time, it was very odd, but in hindsight, it made a lot more sense.
Interview questions [1]
Question 1
Group that I was working in, my particular experience.
Very good and helpful, enjoyed how they had a technical aspect as well. The interview was nice and very nice and kinda nice. Extremely nice broski, lowkenuinely a nice experience broskini.
First round discussing work experience and some hypothetical research questions and how I would approach the problems. Highly conversational and chatty. Interviewer was nice and friendly and offered his insight along the way.
It started with an automated coding screen in a language of your choice, which I unfortunately did not get past. I chose Python for the screen, the questions were pretty standard I just wasn't prepared.