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Citadel interview notes, page 3 of 14

Large Enterprises

Most of these Citadel write-ups come from Software Engineers (106), then Data Scientists (33) and Machine Learning Engineers (1). The most reported rounds are the technical phone screen (111), the system design round (16), the onsite coding round (4) and the behavioral / leadership round (3).

140 interview notes · updated Oct 2026

Citadel·Data Scientist·Technical Phone Screen

Apr 2026
Citadel Data Scientist interview with a pretty brutal dynamic programming question that had multiple layers stacked on top of each other. The kind of problem where you think you're done and then they ask you to prove it.
  • Given an array of daily stock prices and an integer k, implement a bottom-up dynamic programming solution to find the maximum profit from at most k buy-sell transactions with no overlapping positions. Return both the profit and the actual list of buy/sell day pairs, breaking ties by lexicographically smallest sequence. Achieve O(nk) time and O(k) space, and handle edge cases like k=0, fewer than 2 prices, and plateau prices. Also prove correctness using optimal substructure and explain how you avoid the naive O(n^2 k) approach.

“This wrecked me a little.”

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Citadel·Data Scientist·Technical Phone Screen

Apr 2026
First-round technical screen for a Data Scientist role at Citadel. One probability puzzle, conditional on card draws, and it was more involved than it looked.
  • You draw three cards without replacement from a standard 52-card deck. Given that at least one of the first two cards is an Ace, what is the probability that the third card is also an Ace?

“I set it up correctly at first, conditioning on how many Aces could be in the first two draws (exactly one or exactly two) and weighting each case.”

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Citadel·Software Engineer·Technical Phone Screen

Apr 2026
Coding round at Citadel for a software engineering role. Second half of the session was a tree path problem, basically a twist on the classic path sum problem but asking for the minimum instead.
  • Given a binary tree, find the path from root to leaf with the minimum sum and return that sum.

“It's a variant of the standard path sum problem.”

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Citadel·Software Engineer·Technical Phone Screen

Apr 2026
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.
  • Walk me through the most relevant project on your resume.
  • Explain how self-attention works, and then walk through multi-head attention.
  • How does positional encoding work in transformers, and why is it necessary?
  • What are the differences between encoder-only, decoder-only, and encoder-decoder transformer architectures, and when would you use each?
  • Compare masked language modeling and causal language modeling as pretraining objectives. How does instruction tuning or RLHF fit in after pretraining?
  • What practical trade-offs have you actually dealt with when deploying or using LLMs in a project, specifically around latency, cost, hallucination, and evaluation?

“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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Citadel·Data Scientist·Technical Phone Screen

Apr 2026
Citadel data science interview that went deep on Random Forest internals. One question but it had a lot of moving parts and I definitely underestimated how far they'd push on the theory side.
  • How would you optimize and regularize a Random Forest regressor for tabular data, covering overfitting controls, feature importance measures and their biases, reliable importance estimation, and practical training speed-ups?

“This one sprawled in a way I didn't expect.”

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Citadel·Software Engineer·Technical Phone Screen

Apr 2026
Citadel SWE interview that went deep on stock trading DP problems. Two parts, both leetcode-style but with real follow-up pressure on justifying your state choices and squeezing out space complexity. Not a vibe-check round at all.
  • You can buy and sell a stock any number of times but hold at most one share at a time. Write a DP solution to maximize profit, explain why you chose those states, and then optimize it down to O(1) space.
  • Generalize the stock trading problem to allow at most k transactions. Define a 3-dimensional DP table over day, transaction count, and whether you're currently holding a share, then derive the transition equations.

“The base solution came out fine but then they asked me to justify why I picked the states I did and I kind of fumbled it.”

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Citadel·Software Engineer·Technical Phone Screen

Apr 2026
Citadel quant engineer interview with a pretty dense probability/statistics question that required knowing some linear algebra in the background. The follow-up was sneaky and I think a lot of people would miss why the boundary case matters.
  • Given random variables X, Y, Z with corr(X,Y) = 0.8 and corr(X,Z) = 0.9, find the full range of possible values for corr(Y,Z). Use the fact that a valid correlation matrix must be positive semidefinite (nonneg determinant) to derive both bounds.
  • Can you construct three random variables where every pairwise correlation equals -1/2? If yes, give an explicit construction. If no, explain why that value is exactly the boundary of what's achievable.

“This took me a minute to set up properly.”

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Citadel·Software Engineer·Technical Phone Screen

Apr 2026
Citadel SWE interview with a finance-flavored data structures problem. The question was more domain-specific than I expected but the core logic wasn't too bad once I figured out what they actually wanted.
  • You're given a list of order records as 4-tuples (exchange ID, price, quantity, order type). Implement a QuoteBook class that supports two methods: one returning the best bid and best ask for a specific exchange, and another returning the national best bid and offer across all exchanges. Best bid is the highest bid price, best ask is the lowest ask price, and if multiple orders share the best price, their quantities should be summed. Return None for a side if no orders exist for it.

“The finance terminology threw me off at first.”

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Citadel·Software Engineer·Technical Phone Screen

May 2026
Citadel quant engineer interview that went deep into fixed-income fundamentals. One big sprawling question that basically asked you to prove you understood the entire bond market in one sitting.
  • Walk through fixed-income markets end to end: the main instruments and how their cash flows work, key concepts like yield, duration, convexity, credit spreads, and the yield curve, the major risk factors, and some real trading strategies with the conditions that make them work.

“This is the kind of question where you start strong and then slowly realize how much ground it actually covers.”

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Citadel·Software Engineer·Technical Phone Screen

May 2026
Citadel SWE interview with a pretty gnarly data structures design problem. One question, but it had enough depth to keep me busy for a while.
  • Design a data structure that supports inserting items with weights, deleting items, and sampling a random item with probability proportional to its weight.

“I started with a naive approach, basically just keeping a list and recomputing cumulative sums on each sample.”

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