I applied through university. The process took 1 day. I interviewed at Citadel (Chicago, IL) in Mar 2015
Interview
Two phone interviews about statistics, probability and basic knowledge of finance, in addition to some basic personality questions, such as "Why are you interested in finance?". After that, I received an email about an on-site interview at Chicago. During the interview, I met different group members in the team, and each group member asked challenging technical questions.
I applied through university. The process took 1 day. I interviewed at Citadel (New York, NY) in Mar 2018
Interview
online test and phone interview. The online test includes questions about machine learning models, brain teasers and some probability questions. The phone interview I got is a technical one.
Interview questions [1]
Question 1
Questions such as when faced a certain type of dataset, which model will you choose?