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Citadel·Software Engineer·Technical Phone Screen·Senior

Senior
Apr 2026

Summary

Citadel software engineer interview that went deep on LLMs and transformer architecture, way more ML theory than I expected for an SWE role. They also wanted a full walkthrough of a resume project before getting into the technical stuff.

Questions Asked (6)

Q1

Walk me through the most relevant project on your resume.

Technical Trade-offs
Author's notes

Pretty standard opener but they actually interrupted me twice to ask follow-up questions mid-story, so it was less of a monologue than I expected.

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AI HintsAI Generated

Suggested Approach

Select a project that aligns closely with the role's requirements and showcases your technical depth, problem-solving, and impact. Structure your answer to highlight the problem, your approach, key technical decisions, trade-offs, and measurable results, while keeping it concise and engaging.

Pro tip: Quantify your impact with specific metrics (e.g., latency reduction, throughput increase) and briefly mention a trade-off you consciously made, demonstrating engineering maturity and business awareness.

1. Set the Context

Briefly describe the project's goal, your role, the team size, and the business or technical problem it addressed.

2. Outline Your Approach

Explain the high-level technical approach, including architecture, technologies used, and why you chose them.

3. Highlight Technical Challenges and Trade-offs

Discuss specific challenges you faced and the trade-offs you made (e.g., performance vs. scalability, consistency vs. availability).

4. Detail Your Contributions

Focus on your individual contributions, such as designing a component, optimizing code, or leading a part of the project.

5. Share Results and Learnings

Conclude with measurable outcomes (e.g., performance improvements, cost savings) and key takeaways or what you would do differently.

Key Points to Mention

  • Specific technologies and tools used (e.g., programming languages, frameworks, databases).
  • Quantifiable impact (e.g., reduced latency by X%, increased throughput by Y%).
  • Trade-offs made (e.g., choosing consistency over availability, or vice versa).
  • Your specific role and contributions within the team.
  • Challenges overcome and how you addressed them.
  • Alignment with the role and company (e.g., relevance to high-frequency trading, low-latency systems).

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.

Q2

Explain how self-attention works, and then walk through multi-head attention.

System DesignTechnical Trade-offs
Author's notes

I got the query/key/value mechanics out fine but fumbled a bit explaining why you'd want multiple heads in parallel.

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AI HintsAI Generated

Suggested Approach

Start by explaining self-attention as a mechanism that computes pairwise interactions between all positions in a sequence, using queries, keys, and values to produce context-aware representations. Then extend to multi-head attention by describing how multiple attention heads run in parallel to capture diverse relationships, and finally discuss the trade-offs in terms of computational cost and expressiveness.

Pro tip: Emphasize the parallelizability of self-attention and how multi-head attention increases model capacity without sequential dependencies, which is crucial for scaling to large datasets and low-latency inference—key considerations for high-frequency trading systems.

1. Define self-attention

Explain that self-attention allows each element in a sequence to attend to all other elements, computing a weighted sum of values based on query-key similarity.

2. Detail the computation

Walk through the steps: linear projections to Q, K, V; scaled dot-product attention; softmax normalization; and weighted sum of values.

3. Introduce multi-head attention

Describe how multiple attention heads run in parallel with different learned projections, allowing the model to focus on different representation subspaces.

4. Explain the combination and output

Mention that the outputs of all heads are concatenated and linearly transformed to produce the final output.

5. Discuss trade-offs and applications

Highlight the computational complexity (O(n^2 d)) and how multi-head attention improves expressiveness at the cost of increased parameters and compute, relevant for system design decisions.

Key Points to Mention

  • Queries, keys, and values as learned linear projections
  • Scaled dot-product attention formula: softmax(QK^T / sqrt(d_k)) V
  • Parallel computation across sequence positions
  • Multiple heads capture different types of relationships (e.g., syntactic, semantic)
  • Concatenation and linear projection of head outputs
  • Trade-offs: increased model capacity vs. computational overhead

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.

Q3

How does positional encoding work in transformers, and why is it necessary?

System Design
Author's notes

Short answer, went fine.

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AI HintsAI Generated

Suggested Approach

Start by explaining why transformers need positional information: self-attention is permutation-invariant, so without it, the model cannot distinguish word order. Then describe how positional encodings are added to input embeddings, covering sinusoidal and learned variants, and mention modern alternatives like RoPE. Finally, connect this to practical implications for model performance and efficiency.

Pro tip: Emphasize that positional encodings are added, not concatenated, to preserve embedding dimension and allow the model to learn relative positions through linear transformations. Mention that at Citadel, understanding the trade-offs between absolute and relative encodings is crucial for optimizing large-scale models.

1. Motivation

Explain that self-attention is permutation-invariant, so without positional information, the model treats sequences as bags of words, losing order. This is why positional encoding is necessary.

2. Mechanism

Describe how positional encodings are computed and added to input embeddings. Cover sinusoidal functions (sin/cos of different frequencies) and learned embeddings, and note they are added, not concatenated.

3. Properties

Highlight key properties: sinusoidal encodings allow extrapolation to longer sequences and encode relative positions via linear relationships. Learned embeddings are simpler but less flexible.

4. Modern Variants

Mention recent alternatives like Rotary Position Embedding (RoPE) and relative positional encodings (e.g., in T5), which improve performance on long sequences and are used in state-of-the-art models.

5. Practical Impact

Discuss how the choice of positional encoding affects model training, inference, and ability to generalize to different sequence lengths, which is critical for production systems.

Key Points to Mention

  • Self-attention is permutation-invariant, so positional encoding injects order information.
  • Sinusoidal encodings use sin/cos of different frequencies, enabling relative position learning and extrapolation.
  • Learned positional embeddings are simple but may not generalize to unseen lengths.
  • Positional encodings are added to input embeddings, not concatenated, preserving dimensionality.
  • Modern approaches like RoPE and relative encodings (e.g., T5) address limitations of absolute encodings.
  • The choice of positional encoding impacts model performance on long sequences and computational efficiency.

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.

Q4

What are the differences between encoder-only, decoder-only, and encoder-decoder transformer architectures, and when would you use each?

System DesignTechnical Trade-offs
Author's notes

This one I actually liked.

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AI HintsAI Generated

Suggested Approach

Start by defining each architecture based on its attention mechanism and training objective, then contrast their strengths and typical use cases. Finally, tie your answer to practical system design decisions, such as latency, scalability, and task requirements.

Pro tip: Emphasize that the choice often depends on whether you need bidirectional context (encoder-only), efficient generation (decoder-only), or sequence-to-sequence mapping (encoder-decoder), and mention real-world examples like BERT, GPT, and T5 to show depth.

1. Define the architectures

Briefly explain the attention pattern and training objective of each: encoder-only uses bidirectional attention (e.g., masked language modeling), decoder-only uses causal (autoregressive) attention, and encoder-decoder combines both with cross-attention.

2. Highlight key differences

Compare them in terms of context access, training efficiency, and suitability for tasks: encoder-only excels at understanding tasks, decoder-only at generation, and encoder-decoder at sequence-to-sequence tasks.

3. Map to use cases

Provide concrete examples: encoder-only for classification, NER, or sentiment analysis; decoder-only for text generation, chatbots, or code completion; encoder-decoder for translation, summarization, or question answering.

4. Discuss trade-offs in system design

Explain considerations like inference latency, memory footprint, and scalability: decoder-only models can be more efficient for streaming generation, while encoder-decoder may offer better quality for structured outputs.

5. Conclude with decision criteria

Summarize when to choose each: based on task type, data availability, and deployment constraints, and mention that hybrid approaches or fine-tuning can blur the lines.

Key Points to Mention

  • Attention mechanisms: bidirectional vs. causal vs. cross-attention
  • Training objectives: masked language modeling, autoregressive language modeling, and sequence-to-sequence denoising
  • Typical model examples: BERT (encoder-only), GPT (decoder-only), T5/BART (encoder-decoder)
  • Task suitability: understanding vs. generation vs. transformation
  • Computational and latency trade-offs for real-time systems
  • Scalability and fine-tuning considerations in production

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.

Q5

Compare masked language modeling and causal language modeling as pretraining objectives. How does instruction tuning or RLHF fit in after pretraining?

Technical Trade-offsSystem Design
Author's notes

MLM vs causal LM was fine, but I stumbled on the RLHF part.

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AI HintsAI Generated

Suggested Approach

Start by defining masked and causal language modeling, then compare their pretraining objectives in terms of bidirectionality, training efficiency, and downstream task suitability. Explain how instruction tuning and RLHF build on pretrained models to align them with human instructions and preferences, and discuss the trade-offs and engineering considerations for each stage.

Pro tip: Emphasize that while masked LM excels at understanding tasks, causal LM is essential for generation and few-shot learning; instruction tuning and RLHF are post-pretraining alignment steps that require careful data curation and infrastructure for efficient training and deployment.

1. Define the objectives

Clearly explain masked language modeling (predict masked tokens using bidirectional context) and causal language modeling (predict next token using left-to-right context).

2. Compare pretraining trade-offs

Discuss how masked LM captures bidirectional context but is less suited for generation, while causal LM enables autoregressive generation but only uses left context; mention training efficiency and data requirements.

3. Introduce instruction tuning

Explain that instruction tuning fine-tunes a pretrained model on a dataset of instructions and desired outputs to improve zero-shot and few-shot performance on new tasks.

4. Explain RLHF

Describe how RLHF uses human preference data to train a reward model, then optimizes the language model via reinforcement learning to align with human values and instructions.

5. Connect to engineering and system design

Highlight practical considerations: data pipelines, compute requirements, model serving, and evaluation metrics for each stage, especially in a high-frequency trading context like Citadel.

Key Points to Mention

  • Masked LM (e.g., BERT) uses bidirectional context and is good for understanding tasks; causal LM (e.g., GPT) uses unidirectional context and is good for generation.
  • Causal LM is more sample-efficient for few-shot learning and is the foundation for instruction-following models.
  • Instruction tuning is supervised fine-tuning on instruction-response pairs, improving task generalization.
  • RLHF involves training a reward model on human preferences and then fine-tuning the LM with RL (e.g., PPO) to maximize reward.
  • Trade-offs: masked LM may not scale to generation, causal LM may require more data; instruction tuning and RLHF add alignment but increase complexity and cost.
  • Engineering considerations: distributed training, data quality, latency, and evaluation for production systems.

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.

Q6

What practical trade-offs have you actually dealt with when deploying or using LLMs in a project, specifically around latency, cost, hallucination, and evaluation?

Technical Trade-offsSystem DesignProduct Analytics & Metrics
Author's notes

This was the most conversational part and also where I felt most exposed because my LLM project experience is more prototype-level than production.

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AI HintsAI Generated

Suggested Approach

Pick one concrete project where you integrated an LLM, and walk through the specific trade-offs you made across latency, cost, hallucination, and evaluation. Use a structured narrative that shows you measured, iterated, and made deliberate engineering decisions rather than just listing pros and cons.

Pro tip: Quantify the trade-offs with real numbers (e.g., 'we reduced latency from 3s to 800ms by switching to a smaller model, at the cost of 5% accuracy') and mention how you validated the impact on business metrics. This shows you think like an owner, not just a coder.

1. Set the context

Briefly describe the project, the LLM use case, and the key constraints (e.g., real-time user interaction, budget limits, accuracy requirements).

2. Latency vs. quality trade-off

Explain how you balanced response time against model size or complexity, including any techniques like caching, streaming, or model distillation.

3. Cost management

Discuss how you controlled API or compute costs, such as batching, prompt optimization, or choosing between open-source and proprietary models.

4. Hallucination mitigation

Describe strategies you used to reduce hallucinations, like retrieval-augmented generation, constrained decoding, or human-in-the-loop validation.

5. Evaluation and iteration

Explain how you measured success (e.g., offline metrics, A/B tests, user feedback) and how you iterated based on those evaluations.

Key Points to Mention

  • Specific latency numbers and techniques (e.g., caching, streaming, smaller models)
  • Cost per query or monthly spend, and how you optimized it
  • Hallucination detection and mitigation methods (e.g., RAG, fact-checking, confidence scores)
  • Evaluation metrics (e.g., accuracy, F1, user satisfaction) and how you tracked them
  • Trade-off decisions and their impact on business or user experience
  • Lessons learned and what you would do differently next time

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.