Me postulé a través de una recomendación de un empleado. Acudí a una entrevista en Citadel Securities
Entrevista
First talk about the Ph.D. research; then high-level statistics and ML questions; finally a coding question. Negative experience because I feel like the interviewers keep criticizing my research and do not give any hints or efficient communication during the technical questions.
Preguntas de entrevista [1]
Pregunta 1
in-depth understanding of lasso vs ridge; boosting vs random forest; coding question is not the typical leetcode question, but something related to the stock moving average.
Me postulé en línea. Acudí a una entrevista en Citadel Securities
Entrevista
the discussed topics themselves are very broad and include anything from your past research to open-ended questions on stats/dl/games; I had 6 rounds but usually folks have 5 to 7 of them, depends on the number of teams that are interested in u; all interviews were recommended to be finished in 40 minutes, but we managed to chat with interviewers for 10-20 minutes after the technicals; the staff was kind and the process itself more resembled some type of informal and pretty chill chat
Acudí a una entrevista en Citadel Securities (New York, NY)
Entrevista
Two interviews, one technical questions kind of tailored to your field but are very specific. Another one is deep-dive on one of your own works. This one basically needs you to explain your works in detail.
Preguntas de entrevista [1]
Pregunta 1
What models would you use to fit prices of financial instruments
Resume, online screen, couple rounds of interviews. Was pretty standard stuff, lots of probability and linear algebra. Question was about probability and market pricing. Also a resume screen but no idea what is in that
Preguntas de entrevista [1]
Pregunta 1
The question was on pricing an option based off a geometric distribution
