I applied online. The process took 2 weeks. I interviewed at Citadel Securities (London, England) in Mar 2023
Interview
Had an online Correlation One test. Next round was an online race to face interview. We discussed various questions regarding what my modelling approach to industrial data science problems would be.Invited to next interview but discontinued interview process as I became ill afterwards
Interview questions [1]
Question 1
What happens to R^2 if you double data in regression? What about t-value?
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
