I applied through university. The process took 1 day. I interviewed at Citadel (Philadelphia, PA) in Jan 2017
Interview
Had a super nice interviewer, but a very hard interview. Interview had only brainteasers, no behavioral whatsoever. Believe 4 brainteasers or probability questions in total. This should be expected for a place like Citadel, as you really need to know your stuff well.
Very good and helpful, enjoyed how they had a technical aspect as well. The interview was nice and very nice and kinda nice. Extremely nice broski, lowkenuinely a nice experience broskini.
First round discussing work experience and some hypothetical research questions and how I would approach the problems. Highly conversational and chatty. Interviewer was nice and friendly and offered his insight along the way.
It started with an automated coding screen in a language of your choice, which I unfortunately did not get past. I chose Python for the screen, the questions were pretty standard I just wasn't prepared.