J'ai passé un entretien chez Citadel Securities (Londres, Angleterre)
Entretien
Interview was ok. Probability and coding questions at each round. Got through to the 2nd round technical. Messed up some coding parts at one of the last coding interviews. That was probably enough not to get an offer.
Questions d'entretien [1]
Question 1
Gambler's ruin problem with X ruin threshold and Y>X winning threshold.
J'ai passé un entretien chez Citadel Securities (New York, NY)
Entretien
The first round was a phone screen. The interviewer started by asking many detailed questions about my resume, including my research experience, technical projects, and the reasoning behind some of the methods I used. After that, I was asked one probability question, which was a classic waiting-time problem. The conversation was friendly and smooth, and the interviewer was very engaging. There was also a follow-up coding component where I needed to use Python, especially pandas and NumPy, to compute or verify the result.
Questions d'entretien [1]
Question 1
A classic probability question about waiting for a bus: given certain assumptions about bus arrival times, how would you calculate the expected waiting time?
J'ai postulé via un recruteur. J'ai passé un entretien chez Citadel Securities
Entretien
Overall smooth - the interviewer is friendly and polite. However, the questions are higher-level than I expected - they focus on the initiative of the whole project instead of technical details.
Questions d'entretien [1]
Question 1
My past research experience and details of my projects based on my CV.
The classic correlation matrix question, diagonal 1's, others \rho, what is the range of \rho. Then some questions on the loading speed of csv file, parquet file, wrt to the file size. The interviewer was nice.
Questions d'entretien [1]
Question 1
The classic correlation matrix question, diagonal 1's, others \rho, what is the range of \rho. Then some questions on the loading speed of csv file, parquet file, wrt to the file size.