Citadel Quantitative Researcher interview experience

I started with a resume walkthrough and then had probability questions plus brain-teaser questions, along with a chunk of coding questions. The format was dense and time-boxed, and it moved fast enough that there wasn’t much room to overthink.

In my first screen, I also got asked about how I’d tackle a prediction problem when I know properties like variance and accuracy of predictors and have sample length information—essentially combining evidence to minimize prediction error. I was expected to be comfortable with the statistical reasoning, not just do computations. In another segment of