Citadel Securities Quantitative Researcher interview experience

I started with a remote call where I was asked about a 2D diffusion problem with stopping boundaries. The interviewer wasn’t very guided, so I mostly had to identify the important parts of the problem myself and then drive the solution from there.

Later, I got another math-and-probability heavy conversation where the format felt like a set of technical questions built around a statistics game, with a lot of combinatorics and general probability mixed in. There was also resume-and-motivation discussion, but the technical half was clearly where the difficulty lived.

When I think about how it