I applied online. The process took 4 weeks. I interviewed at Citadel (Chicago, IL) in Oct 2018
Interview
One phone interview. 3 45min onsite interviews with 15 min breaks in between (2 before lunch, 1 after lunch). They flew me out business class for the onsite, hotel was nice, and they gave a $200 Amex gift card for expenses.
All interviewers were friendly and pretty cool.
Interview questions [2]
Question 1
You have r red balls, w white balls in a bag. If you keep drawing balls out of the bag until the bag now only contains balls of a single color (ie you run out of a color) what is the probability you run out of white balls first? (in terms of r and w).
Questions involved familiarity with Linear Regression (it helps to be topically familiar with either iterative LR, PCA, or orthogonal matching pursuit), Minimal Mean Squared Error, probability theory (binomial random variables, gaussian distributions, markov chains, properties of expected value/variance, hypothesis testing), and basic coding (a very trivial programming question when compared to SWE interviews).
- Questions on Linear Algebra and Coding
- Discussion of a problem at the intersection of optimization and classical machine learning
- No behavioural questions or anything about my personality or work experience, the interview was purely technical
Interview questions [1]
Question 1
- Explain how to compute a product of two very large matrices in a computationally efficient way, using the structure of the problem and the matrices
Start with my own self-introduction and the interviewer's self-introduction first for five minutes, then a couple of technical questions for like thirty minutes, and in the end, questions for the interviewers about the company.
I received the interview a few weeks after applying online. During the interview i was asked by the interviewer about my past experience and also some other related technical questions.