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Citadel Interview Questions
Problems
23
Topics
8
Hard
3
Citadel and Citadel Securities run some of the most competitive quant interviews in the industry, spanning probability, statistics and market-making intuition. Below are 23 quant interview questions of the kind asked at Citadel, spanning Brain Teasers, Probability, Stochastic Processes, Calculus & Linear Algebra, Algorithms & Numerical, Finance, Portfolio & Risk, Statistics. Each comes with a full worked solution — sign in to check your answers and track your progress.
1245%Hard2452%Medium2655%Medium2943%Medium3462%Medium4051%Medium4644%Medium5777%Medium6150%Hard6480%Medium6683%Medium84Medium95Medium101Hard11665%Medium12062%Easy15952%Medium16052%Medium16159%Medium17371%Easy17985%Easy18557%Medium18869%Medium
12 Balls, One Odd
Brain TeasersCitadelJane StreetTwo Sigma
Birthday Problem
ProbabilityGoldman SachsCitadel
Drunk Passenger
ProbabilityJane StreetCitadel
Broken Stick Triangle
ProbabilityJane StreetCitadel
Russian Roulette — Spin?
ProbabilityJane StreetCitadel
Expected Max of Two Uniforms
ProbabilityJane StreetCitadel
Flips Until Two Heads in a Row
Stochastic ProcessesJane StreetCitadel
Hitting 3 Before 0
Stochastic ProcessesCitadelMorgan Stanley
Reflection Principle for the Maximum
Stochastic ProcessesCitadelDE Shaw
Eigenvalues of a 2×2
Calculus & Linear AlgebraGoldman SachsCitadel
Derivative of xˣ
Calculus & Linear AlgebraJane StreetCitadel
Random Pick with WeightLeetCode
Algorithms & NumericalCitadelTwo Sigma
Gas StationLeetCode
Algorithms & NumericalJane StreetCitadel
Find Median from Data StreamLeetCode
Algorithms & NumericalTwo SigmaCitadel
Forward Price with a Dividend Yield
FinanceJ.P. MorganCitadel
Real Rate of Return
FinancePIMCOCitadel
Diversification & Sharpe
Portfolio & RiskAQR CapitalCitadel
Maximum Drawdown
Portfolio & RiskCitadelTwo SigmaMan Group
Kelly Criterion
Portfolio & RiskCitadelJane Street
Variance of Uniform(0,1)
StatisticsGoldman SachsCitadel
Range of Correlation
StatisticsGoldman SachsCitadel
Correlation of X with X + Y
StatisticsJane StreetCitadel
Simpson’s Paradox
StatisticsTwo SigmaCitadel
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