
Citadel Quantitative Analyst Interview Questions
& Process
Real candidates share what happened, how many rounds they had,
and how the experience turned out.
Based on 191 interview experiences · FREE TO READ
Candidate interview experiences
First-hand accounts from people who interviewed at Citadel.
Quantitative Researcher
The interview process had at least three rounds. The first round was a video call with a quant who presented puzzles. The second round involved a call with a recruiter who asked informal behavioral questions and described the position. The third round was initially planned with two interviewers, but one had to reschedule the day before due to a conflict. The interviewer who attended asked a Leetcode-style programming question. During the rescheduled time, a different person appeared, explaining the original interviewer was still occupied. This final interview focused on math puzzles.
- Can you solve a Leetcode question involving Breadth-First Search?
Quantitative Researcher
The interview involved a self-introduction, a deep dive into my resume to understand the intuition behind my choices, and a discussion on why alternative strategies weren't used. Since the interviewer was senior, no direct research questions were asked.
- What patterns did you notice in the trading data during your exploration?
- Could you share your thought process on the trading data patterns you observed?
- When you analyzed the trading data, what types of patterns did you identify?
Quantitative Researcher
The process felt disrespectful of intellectual property from other firms. I'm about 80% sure they scheduled an extra interview after deciding to reject me just to try to steal a rival's intellectual property. The interviewer brazenly asked for details about trading strategies I developed while at a top competitor, and even after I expressed hesitation about sharing that information, they persisted in trying to get me to reveal more. It was pathetic and dishonest.
- Regarding your time at a top competitor, what specific securities did your trading strategy utilize?
Citadel Quantitative Analyst Interview Questions
Quoted word for word from Citadel interview reports.
“Given a 2D grid map where '1' represents land and '0' represents water, count the number of islands. Islands are formed by connecting adjacent lands horizontally or vertically and are surrounded by water. Assume the grid edges are surrounded by water.”
Read reports →“If a coin has a probability 'p' of landing heads, what's the expected number of flips until you get three heads consecutively?”
Read reports →“What is the expected number of samples from a uniform [0,1] distribution that we need to take such that their sum passes 1.”
Read reports →“What is the probability distribution of the sum of two independent and identically distributed uniform random variables X and Y?”
Read reports →“Given two bags containing black and white balls, what is the expected number of black balls remaining after all the white balls have been removed?”
Read report →“Given three random variables, $X,Y,Z$, with identical pairwise correlations $\rho$, what's the tightest bound for $\rho$? And what about the general case for $n$ random variables?”
Read report →“How would the probability of an option finishing in the money be affected by an increase in the underlying stock's volatility?”
Read report →“If log X follows a normal distribution with mean 0 and variance 1 (log X ~ N(0,1)), what is the expectation of X?”
Read report →“What is the probability that X > Y, given X is normally distributed with mean 0 and variance 2, and Y is normally distributed with mean 0 and variance 1?”
Read report →Formats, difficulty and experience
Across all 191 Citadel interview reports.