Questions involved familiarity with Linear Regression (it helps to be topically familiar with either iterative LR, PCA, or orthogonal matching pursuit), Minimal Mean Squared Error, probability theory (binomial random variables, gaussian distributions, markov chains, properties of expected value/variance, hypothesis testing), and basic coding (a very trivial programming question when compared to SWE interviews).
Ridge regularization.
Binomial pricing, random walks and linear algebra.
Do you know in-sample error and out-sample error ?
All probability and statistics. Mostly fundamentals but some advanced topics.
What do Citadel do?
State and prove the central limit theorem.
algorithm complexity
Algorithms, data structures and SQL on whiteboard About 6 hours of 1:1 technical interviews with 5+ people in various domains (networking, database, programming, hardware).
A Leetcode question that uses BFS
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