Citadel Securities Quantitative Researcher interview experience

In my earliest conversation, I spent a lot of time walking through prior research and what my role actually involved, and then I moved into a mix of brain teaser questions plus statistics and probability. There were also more formal math questions—things like algebra topics involving eigenvalues and positive definite matrices.

As the rounds progressed, I had additional online coding and technical sessions. Each interview was structured like a timed technical block, and the coding work wasn’t just about making the program run; I had to explain my intuition while I wrote the code rather than