. Asked about research in my current role, digging into details about diffusion models I worked on (and he clearly did not know any basics and seemed he did not want to admit that). Quite unpleasant. Then technical question about parameter estimation from noisy observations of Gaussian random variables.
Asking me to accept I'm wrong every 5 minutes.
Simple coding and data analysis
basic math and stats questions.
Derive the closed form solution for a cost function
Predict rental housing price in city
Typical HR questions; how to structure minvol portfolio; what research ideas Head of research was specialized in qualitative research, so was not capable of judging quantitative skills and did so only based on the school I attended (he said the latter himself); C-level executive literally just talked about himself for most of the interview and made judgements on research ideas after saying he has never heard of the techniques I mentioned; both head of research and C-level executive were ex-Deutsche Bank and clearly came with the associated superiority complex. Probably dodged a bullet there
The hiring manager asked my about expected salary...
Why quant finance, why Citadel
Describe heapsort, quicksort, BFS, DFS
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