Typical HR questions; how to structure minvol portfolio; what research ideas Head of research was specialized in qualitative research, so was not capable of judging quantitative skills and did so only based on the school I attended (he said the latter himself); C-level executive literally just talked about himself for most of the interview and made judgements on research ideas after saying he has never heard of the techniques I mentioned; both head of research and C-level executive were ex-Deutsche Bank and clearly came with the associated superiority complex. Probably dodged a bullet there
Quantitative Research Internship Interview Questions
3,500 quantitative research internship interview questions shared by candidates
Why quant finance, why Citadel
Describe heapsort, quicksort, BFS, DFS
Tested breadth of statistical and programming knowledge.
13 balls, one has different weight, what's your strategy to find out which one is the different one with scales
Use OLS to process the data in python
Lin Alg questions were pretty classic, once I had to compute the eigen values of a matrix with 1s on the diag and rho everywhere else. They asked questions about Sharpe Ratio regarding finance and a lot of cv specific questions.
Questions on Lasso and Ridge regression (goal, differences, intuition behind)
CV based questions adn regression questions
What were the exact data sources, transformation steps, and feature engineering techniques you used to build your alpha signal? Could you share the full pipeline, from raw data to production deployment?
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