The interview consists of 5 rounds, 1 on phone and 4 on-site.
I had a coding round, then one round for brain teaser, one for maths/statistic and final one for my CV.
Interview questions [1]
Question 1
1. Classical one dice question.
2. Delta hedge PNL.
3. What if R squared is negative.
rounds of probability, statistics and a bit of coding, more focus on suggesting right intuition on the probability tasks, and being able to communicate it clearly, interviewers are nice and might give some small hints
I applied through a recruiter. I interviewed at Citadel
Interview
two back-to-back interviews, each are 45 minutes long. 20 minutes on research/experiences, 25 minutes on coding, 5 min QA.
They did not ask me probability and math problems which is quite strange.
Interview questions [1]
Question 1
20 minutes on research/experiences, 25 minutes on coding, 5 min QA. No probability problem.