Candidatei-me por meio de uma faculdade ou universidade. Fiz uma entrevista na empresa Citadel (Singapura).
Entrevista
A breif self introduction, followed by some simple probability questions. And afterwards one question on financial mathematics and another one on hedging. The person is quite nice and patient. Also very open for my questions.
Perguntas de entrevista [1]
Pergunta 1
What wil the probability of an option endining up in the money change if the volatility of the underlying stock increases?
- Questions on Linear Algebra and Coding
- Discussion of a problem at the intersection of optimization and classical machine learning
- No behavioural questions or anything about my personality or work experience, the interview was purely technical
Perguntas de entrevista [1]
Pergunta 1
- Explain how to compute a product of two very large matrices in a computationally efficient way, using the structure of the problem and the matrices
Start with my own self-introduction and the interviewer's self-introduction first for five minutes, then a couple of technical questions for like thirty minutes, and in the end, questions for the interviewers about the company.
I received the interview a few weeks after applying online. During the interview i was asked by the interviewer about my past experience and also some other related technical questions.