I interviewed at Citadel Securities (London, England)
Interview
Reasonable probability focus — mainly Greenbook material and standard distribution or Markov chain questions. Nothing unusual or tricky; just solid core topics worth revising thoroughly. All quite expected overall.
Nothing unexpected,
Interview questions [1]
Question 1
Coinflip EV questions - first Heads, Tails or Heads Heads
Applied through a recruiter, had a zoom call with a PM in Miami. Interviewer was nice but they did not sound like they are actually hiring so it's a bit confusing
Started with technical questions on standard statistics and ml after a brief introduction. Questions got progressively harder and required more intuition, for example on correlation and how to handle model assumptions.
Interview questions [1]
Question 1
Assumptions of OLS and scenarios where you would implement it over other models
