Citadel · Portfolio & Risk

Citadel Portfolio & Risk Interview Questions

Portfolio and risk questions cover the Sharpe ratio, Value at Risk, the Kelly criterion, diversification and drawdown — the toolkit of risk and portfolio interviews. 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 portfolio & risk problems of the kind asked at Citadel.

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