Citadel HFT Interview

[djquant]

Hey guys, I have an interview with Citadel coming up. It is for HFT role and will be on-site. Does anyone know what to prepare for? I feel like I can get tested on anything from maths questions to programming, data analysis, market knowledge, algos etc.

Does anyone know what questions they ask or whether I should stress on something in particular? There doesn't seem to be much info on the web. They seemed to stress on R and scripting. Is that what I should prepare on?

Any help would be much appreciated.

Thanks

 

[euroazn]

HFT on which side? FTAP or research?

 

[djquant]

I believe FTAP. It is supposed to be for an experienced role so not sure whether it falls into that category.

 

[djquant]

I thought FTAP is supposed to be more on the Dev/tech side. Is that wrong? This is supposed to be for a trading/execution role.

 

[ExSan]

what does FTAP stand for ? sorry !

 

[djquant]

financial technology associate program

 

[djquant]

Does anyone have any insight?

 

[euroazn]

I mean, you still didn't say what the actual position is, but i'm going to venture that is going to be primarily a coding position. Citadel likes C++ and Linux, so make sure you're completely comfortable with that. Brush up on multithreading and other OS topics.
With that said, since you say they stressed R and scripting, make sure you know R and scripting as well.

 

[djquant]

I am not too sure what the exact position is since I got it through a recruiter. It is more on the execution side so hopefully not too many coding questions. I guess I will just have to wait and see.