J'ai postulé via un recruteur. Le processus a pris 1 jour. J'ai passé un entretien chez Citadel (Chicago, IL) en mars 2014
Entretien
Resume based, focusing on quant... for a specific team at the firm. though the recruiting was done by the firm recruiter first... and then passed on to the specific team that I finally ended up interviewing with.
Questions d'entretien [1]
Question 1
Portfolio Optimization. No brain teasers. Some risk management related questions in the context of the resume. Some math and OR related questions. Vol related quesions.
- Questions on Linear Algebra and Coding
- Discussion of a problem at the intersection of optimization and classical machine learning
- No behavioural questions or anything about my personality or work experience, the interview was purely technical
Questions d'entretien [1]
Question 1
- Explain how to compute a product of two very large matrices in a computationally efficient way, using the structure of the problem and the matrices
Start with my own self-introduction and the interviewer's self-introduction first for five minutes, then a couple of technical questions for like thirty minutes, and in the end, questions for the interviewers about the company.
I received the interview a few weeks after applying online. During the interview i was asked by the interviewer about my past experience and also some other related technical questions.