Citadel·Data Scientist·Technical Phone Screen
May 2026
Citadel data scientist interview that went deep on probability and statistics, the kind of session where you realize pretty fast whether your math fundamentals are actually solid or just surface-level. Four questions, all technical, no behavioral fluff.
- If three random variables X, Y, Z all have the same pairwise correlation ρ, what is the minimum value ρ can take?
- In a simple linear regression of Y on X, if you know R² and the slope β(y|x), can you derive the slope β(x|y) from the reverse regression of X on Y?
- X and Y are independent Uniform(0,1). Compute the covariance between max(X, Y) and min(X, Y).
- Given a monotone function Y = g(X), how do you derive the pdf of X if you know the pdf of Y?
“This one tripped me up more than I expected.” The rest of the author's notes on Data Scientist interview at Citadel, Technical Phone Screen round, covers how they worked through the question, what the panel pushed back on, and what they would do differently.
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