I applied online. I interviewed at Citadel Securities
Interview
This was my first experience with QR interviews. 5 Rounds (last 3 rounds were virtual onsite)
Deep dive into resume. The interviewers wanted to know details of your research and internship experience. One of the interviewers told me he read one of my papers.
Got a mix of coding questions and probability questions. They were of medium difficulty.
I was asked about data structure questions. I told them I prefer using Python but the interviewer kept asking me details in C++...
Got rejection after the interviews. I think I performed well in first two rounds, but only average in the virtual onsite. Anyways QR jobs seem quite hard to get.
Interview questions [1]
Question 1
Leetcode best time to buy and sell stock.
C++ data structures like heap
Long telephonic and video interview. Maths, probability questions and a small programming assignment. Moderate difficult interview level. Motivation/ interest to join cit sec. Started
on time and very efficient use of time
It was mostly about coding. I was first being asked to share my research experience followed by a Q&A, and then we moved on to a DP problem. Since we discussed my research for ~ 40 min, I didn't have time to finish testing my code.
I interviewed at Citadel Securities (New York, NY)
Interview
Internal matching process, then straight to a technical round. Technical Interview, some probability (brainteaser style, refresh conditional probability and Markov Chain) and linear regression, plus some coding puzzle (leetcode style medium)
Interview questions [1]
Question 1
Anything you know about linear regression and related follow ups
