We talked about my research for around 15 minutes. Then we moved on to solving a mixed coding + probability problem. The interviewer was very nice and provided lots of hints.
Interview questions [1]
Question 1
We have n switches, each has probability p_i being on and 1-p_i being off. What's the probability of C or more switches being on. What if C is a uniform random variable [0, n]
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