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Citadel interview notes, page 5 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·Software Engineer·Technical Phone Screen

May 2026
Citadel software engineer interview that came down to a graph problem. The whole session was essentially one meaty algorithmic question with follow-ups on implementation choices and complexity.
  • Given a list of courses and their prerequisites, return a valid order to take all courses. If no valid ordering exists, return an empty array.

“Classic topological sort.”

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Citadel·Software Engineer·Technical Phone Screen

May 2026
Citadel quant interview, one probability question that looks straightforward until you realize you need to actually remember what a triangular distribution is. Walked away thinking I got it but honestly wasn't sure until I checked the math later.
  • X and Y are independent uniform random variables on [0, 100]. What is P(50 ≤ |X − Y| ≤ 80)?

“The key move is recognizing that |X − Y| follows a triangular distribution on [0, 100] with PDF f(d) = 2(100 − d) / 10000.”

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Citadel·Software Engineer·Online Assessment (OA)

May 2026
Two-part machine learning OA for a software engineer role at Citadel. One classification problem and one regression problem, both requiring a full written methodology rather than just code.
  • Design a binary classifier to predict whether a person can or cannot buy a house. Walk through your data assumptions, preprocessing steps, feature design, model selection, validation strategy, and evaluation metrics.
  • Given train and test CSV files, predict wind farm power output from weather recordings. Describe your full pipeline: data checks, feature engineering, time-aware validation to prevent leakage, model tuning, and how you'd produce the final submission file.

“More open-ended than I expected for an OA.”

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Citadel·Data Scientist·Technical Phone Screen

May 2026
Citadel data scientist interview with a conditional probability question that had a generalization twist. Pretty math-heavy and they clearly wanted to see your reasoning process, not just the answer.
  • 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 the third card is also an Ace? Then generalize to a deck of N cards with A Aces, where the first m cards contain at least one Ace.

“The conditional probability part was manageable once I set up the sample space carefully.”

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Citadel·Software Engineer·Technical Phone Screen

May 2026
Citadel quant researcher interview that basically turns into a full academic defense of your past work. They want everything: your motivation, what you actually did versus what your co-authors did, what broke, what surprised you, and where the line of work could go. Come ready to be pushed hard on any technical claim you make.
  • Walk me through your prior research in depth: what was the core question, why did it matter, and what specifically did you contribute versus your collaborators?
  • What was the most surprising finding from your research, and what did it tell you about your original assumptions?
  • Describe something that failed during the research process and explain how you changed course.
  • What are the key technical or theoretical results, and how robust are they to changes in your core assumptions?
  • If you were to continue this line of work, what would you do next and why?

“This is where things got uncomfortable fast.”

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Citadel·Software Engineer·Onsite - Coding / Algorithms

May 2026
Citadel SWE interview that went deep on a classic problem. The Game of Life question sounds straightforward until they ask you to make it scale to an infinite board, and then the whole thing gets interesting fast.
  • Design Conway's Game of Life on a conceptually infinite board. Your solution should use time and space proportional to the number of live cells, not the size of the bounding box. Walk through your data structure choice, how you compute each generation, and how you'd support snapshotting and querying. Bonus: how would you handle running thousands of generations efficiently?

“I started with a hash set of (x, y) coordinates for live cells, which felt right.”

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Citadel·Software Engineer·Technical Phone Screen

May 2026
Citadel SWE interview, got a data structure design problem that looked clean on the surface but had a lot of moving parts once you started thinking about deletions. Felt pretty good about the segment tree approach but stumbled on the ID-to-index mapping piece.
  • Design a data structure that supports insert, delete, and weighted random sampling, where each item has a positive integer weight and sample() should return an item with probability proportional to its weight. Target O(log n) per operation.

“My first instinct was a sorted array with prefix sums, which gets you sample() in O(log n) via binary search but blows up on insert and delete.”

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Citadel·Software Engineer·Onsite - System Design / Architecture

May 2026
Citadel systems design round for a software engineering role. The main problem was designing a thread-safe ring buffer with a single producer and multiple consumers, and then talking through the concurrency tradeoffs. Pretty intense, lots of follow-up questions on memory ordering and policy decisions.
  • Design a thread-safe ring buffer that supports a single producer thread writing items and multiple consumer threads reading concurrently. Walk through the data structure, memory synchronization, how each consumer tracks its read position, and what happens when the buffer is full or empty.

“This one took me a while to get traction on.”

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Citadel·Software Engineer·Recruiter / HR Screen

May 2026
Behavioral screen for a software engineer role at Citadel, pretty much all motivational and background questions. Nothing technical, which surprised me a bit for a quant firm.
  • What do you value most in your career right now, and what is your current role missing?
  • You pursued an additional major. Why, and how does it connect to where you want to go professionally?
  • Why did you pick your university, and do you think it prepared you well for this kind of role?
  • What drew you to your internship company, and what made you decide not to go back after it ended?
  • Why finance specifically, and why are you interested in this space right now?

“I fumbled this a little because I wasn't expecting them to go so direct so early.”

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Citadel·Software Engineer·Technical Phone Screen

May 2026
Citadel software engineer interview with a scheduling optimization problem that had a tricky discount mechanic baked in. The math side of it was more involved than I expected for what looked like a greedy problem at first glance.
  • You have n images, each with a daily processing cost and a fixed date range it must run. On any given day you can apply a discount exactly once, replacing the total cost of all running images that day with a flat discountPrice. Find the minimum total cost across all days, modulo 1,000,000,007.

“My first instinct was greedy, pick the days where the sum of active image costs is highest and apply the discount there.”

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