Citadel · Algorithms & Numerical

Citadel Algorithms & Numerical Interview Questions

Algorithms and numerical methods — from LeetCode-style coding to Monte Carlo simulation and Newton’s method — test the programming and computational skills quant desks rely on. Citadel and Citadel Securities run some of the most competitive quant interviews in the industry, spanning probability, statistics and market-making intuition. Below are 3 algorithms & numerical problems of the kind asked at Citadel.

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