Citadel Quantitative Analyst Interview Questions

The questions to prepare for a Citadel Quantitative Analyst interview. Questions from real interview reports rank first. Updated weekly.

Tests expected value reasoning for a classic probability stopping-time problem.

Joint Probability with Linear Inequalities

Hard

Evaluates multivariate probability reasoning using linear constraints on random variables.

probabilityVariance

Citadel

Finite Minimum in Quadratic Optimization

Hard

Evaluates understanding of quadratic forms and conditions for boundedness of optimization objectives.

optimization

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Expected Adjacent Color Differences

Medium

Assesses expectation via indicator variables and symmetry in random arrangements.

combinatoricsprobabilityExpected Value

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Tests algorithmic thinking and binary search adaptation for array gap detection.

Implement a Vector in C++

Medium

Tests core data structure implementation skills in C++ and attention to correctness.

Data Structuresc++implementation

Citadel

Stock Price Cache Design

Hard

Assesses system design tradeoffs for fast retrieval with caching and scalable storage.

performance optimizationcaching

Citadel

Recursive String Matching

Medium

Tests ability to design recursive algorithms and manage base cases and correctness.

Recursionstring manipulation

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