Citadel Securities Quantitative Analyst Interview Questions
& Process
Real candidates share what happened, how many rounds they had,
and how the experience turned out.
Based on 74 interview experiences · FREE TO READ
Candidate interview experiences
First-hand accounts from people who interviewed at Citadel Securities.
Citadel Securities
Quantitative Researcher
Intern Difficult Positive experience No offer 3 rounds
Interview process
Recruiter call Technical screen Onsite Background check Offer
Interview formats
Behavioral Technical
Got an OA, then a first round screener with HR that included behavioral and probability questions. It was only 30 minutes and then I didn't hear back. There were more rounds with the QR team after that, including an onsite.
Confirmed questions3 questions
- Can you introduce yourself?
- What is your motivation for applying to Citadel?
- Can you answer some probability questions?
Citadel Securities
Quantitative Researcher
Entry Average Neutral experience No offer 5 rounds
Interview process
Recruiter call Phone screen Technical screen Onsite Background check
Interview formats
Coding Technical Behavioral
This was my first time interviewing for a Quantitative Researcher role. It involved 5 rounds in total, with the last three being a virtual onsite. They really dug into my resume, wanting to know specific details about my research and internship experiences. One interviewer even mentioned reading one of my papers. I encountered a mix of coding and probability questions, which I'd say were of medium difficulty. They also asked about data structures. While I prefer using Python, one interviewer pressed me for details in C++. Unfortunately, I received a rejection after the interviews. I felt I did well in the initial two rounds but only performed averagely during the virtual onsite. Overall, QR jobs seem pretty tough to land.
Confirmed questions5 questions
- Can you discuss the details of your research and internship experiences from your resume?
- How would you solve the 'best time to buy and sell stock' problem on Leetcode?
- Could you answer some probability questions?
Citadel Securities
Quantitative Researcher
Mid Average Negative experience No offer 2 rounds
Interview process
Technical screen Recruiter call Background check
Interview formats
Coding Technical Behavioral
It kicked off with a coding test on HackerRank, which I passed, covering algorithmics. Next, I had an interview with a senior quantitative developer. We chatted about my background and the role. They then reviewed my coding test solutions, discussing how I could optimize one exercise. I got positive feedback from the recruiter on this part. However, a month went by with no word. Then, the recruiter relayed that they wanted to advance me based on technical skills but felt I didn't perform well enough in 'actual quant interviews' – which, to be clear, never happened. It's a shame they wouldn't proceed, but inventing a poor performance in non-existent interviews is odd. The whole process took two months from submission to this strange feedback.
Confirmed questions1 question
- Questions on algorithms, specifically data structures and computational complexity
Citadel Securities Quantitative Analyst Interview Questions
Quoted word for word from Citadel Securities interview reports.
“Given a string, return all of its permutations as a list, possibly using recursive backtracking or a Python package.”
Read reports →“What is the expected value of coin flips until we get Heads Heads?”
Read reports →“What's the expected value of coin flips until we see the first Tails?”
Read reports →“If you toss a fair coin N times, what is the probability that you will get an even number of heads?”
Read reports →“What if C is a uniform random variable ranging from 0 to n?”
Read report →“In a linear regression, what happens to predictors and standard errors when you double the dataset?”
Read report →“Now, what if you have N - 1 fair coins, and the Nth coin is not fair, but lands on heads with probability p? What is the probability of getting an even number of heads?”
Read report →“Given n switches, where each switch has a probability p_i of being on and a probability of 1-p_i of being off, what is the probability that C or more switches are on?”
Read report →“Regarding ridge regression, what's the impact on the estimate's expected value when the data matrix is perturbed?”
Read report →Formats, difficulty and experience
Across all 74 Citadel Securities interview reports.