Citadel Securities Quantitative Researcher interview experience

I got asked about risk modeling, then moved into basic options concepts, and later the conversation touched machine learning. Between those topic shifts, there were also quick brain-teaser style questions, including something like determining the possible range of correlations across three data groups.

As the difficulty climbed, it became clear they weren’t just checking if I knew formulas—they wanted me to reason broadly with probability and stats. I remember the hardest part being staying structured when the prompts felt like they were testing how well I could generalize. I left the