Citadel & Citadel Securities quant interview guide
Roles: Quantitative Researcher, Quantitative Trader, Software Engineer
Commonly described as more technical and research-oriented: probability, statistics, linear algebra and coding, with depth on models and estimation.
Commonly reported stages
1. Online assessment
Often reported to include maths and coding components.
2. Technical interviews
Probability, statistics, regression and linear algebra questions with rigorous follow-ups.
3. Final rounds
Several back-to-back technical interviews, sometimes including research discussion.
What to practise
Tips
- Be precise about assumptions and estimators.
- Review regression, MLE and covariance matrices.
- Expect to justify every step rigorously.
This guide summarises publicly discussed formats, which change over time. QuantSolve is not affiliated with Citadel & Citadel Securities, and QuantSolve problems are original, not questions from any firm.