J'ai postulé en ligne. J'ai passé un entretien chez Citadel
Entretien
The first round technical interview is mainly about the internships and projects (details) shown in your resume, . And some basic concepts, such as using binomial trees to price the European Options, CAPM model and its meanings, etc. It takes about 1 hour.
Questions d'entretien [1]
Question 1
How to use binomial tree to determine the price of European Call Option
you don't know what division you will get into before you start the interview rounds. I was with fixed income and was asked very advanced questions about fixed income and central banking in the first round. Then in the second round was with 3 other traders individually, first math questions, second again FI quant questions and last one was very casual.
Questions d'entretien [1]
Question 1
calculate the sharpe ratio of a 60/40 coin toss with +1$ / -1$ earning/loss respectively.
J'ai passé un entretien chez Citadel (New York, NY)
Entretien
Coding round, Hacker rank questions. Definitely helps to prepare on Leetcode for a few days before the interview, do review all data structures and aim to write efficient code that's easy to read.
J'ai postulé en ligne. J'ai passé un entretien chez Citadel (Paris)
Entretien
Pretty simple questions about my CV and personal statement, followed by a math tes on statistics and probability and ended with a firendly discussion regarding my plans for the future in terms of career, life and general goals.