Citadel Securities Quantitative Researcher interview experience

After that, I had an onsite.

The onsite was the densest part—still math and coding, but with a few open-ended questions that felt especially stressful. I wasn’t just solving closed-form questions; I had to keep multiple threads moving at once while the difficulty stayed high. The pace and openness of the prompts made me feel like every attempt mattered.

I didn’t receive an offer, but the biggest impression I took away was how intense that onsite felt compared to the earlier rounds. I left realizing I’d need both strong technical depth and the ability to stay steady through ambiguity.