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Citadel Securities interview questions

99 questions researched across 3 Citadel Securities seats in Trading, Engineering, Quantitative Research. Below are 12 of them.

Seats we researched

  • Quantitative Trader InternTrading · intern · 45 min
  • Software Engineer InternEngineering · intern · 45 min
  • Quantitative Research Analyst InternQuantitative Research · intern · 45 min

12 Citadel Securities interview questions

  1. Make me a market on the sum.

  2. A different market: make me a market on the square root of 1,000.

  3. Options now. A stock at 100 will be worth either 120 or 80 in a year, equally likely, and rates are zero. Using expected value, what's a 100-strike call worth?

  4. Tell me about a group project that didn't go as planned. What happened, and what did you do?

  5. C++ now. How would you implement your own version of std::vector, and what happens when it runs out of room?

  6. What technical topic are you most excited about right now, and what have you done to learn it?

  7. Can a given whole number be written as a sum of two or more consecutive positive integers? How would you check, and how fast can it be?

  8. What's the expected maximum of two independent standard normal variables? And how does the expected maximum of N of them grow?

  9. What technical interests are you pursuing outside your coursework?

  10. Let's play a market-making game. I'm about to roll three dice, and we'll trade their sum. Before you quote, what's the expected sum, and how spread out is it?

  11. I lift your offer, so I've bought one from you. What do you make of that, and where do you quote now?

  12. I roll the first die and it's a six. Where's fair value now, and what market do you show?

What a strong answer does

The questions above fall into 3 kinds. What a strong answer does differs by kind, not by question.

Market5 of 12 above
State a view; support it with evidence and a catalyst; explain valuation or transmission; give the strongest countercase; name the risk that would change your mind.
Technical4 of 12 above
State the intuition first; walk through the mechanics; make assumptions explicit; test a risk or edge case; connect the answer to the role.
Behavioral3 of 12 above
Lead with the claim and context; isolate your personal action and decision; explain the trade-off; quantify the result; finish with what you learned and changed.

87 more Citadel Securities questions

The rest of the bank — 99 in total — is asked by the interviewer during practice, so you meet them the way you would on the day rather than reading them first.

Practise Citadel Securities questions

How these questions were researched

Every question carries a provenance grade. Some were reported by candidates who sat the round, some come from the firm’s own published guidance or a source that trains for it, and the rest are written to match how this firm asks. Each seat is studied on its own — the round it actually runs, the order it runs it in, and what it is listening for. A Citadel Securities round is not a generic behavioural screen, and practising one as the other is how people walk in unprepared.

Falas is not affiliated with or endorsed by any employer named. Simulations are independent practice based on publicly described recruiting formats.