Citadel interview preparation
Large multi-strategy trading and investment platform with deep coverage across markets and a strong focus on technology, risk, and execution.
- Time Value of Money: Monthly Compounding
- Brownian Motion: Compute E[W_s W_t]
- Chi-Square Test for Independence: Compute the Statistic
- Confidence Interval Width Scaling with Sample Size
- Delta of a European Call in Black–Scholes
- Gamma of a European Call in Black–Scholes
- Implied Volatility from an ATM Call Price
- Ito Isometry: Var(∫ W_t dW_t)
- Martingale Property: E[W_t | F_s]
- No-Arbitrage Forward Price
- Parametric 95% One-Day VaR (Normal Returns)
- Quadratic Variation of Brownian Motion
- Risk-Neutral Drift for a Non-Dividend Stock
- Sample Size for a Desired Margin of Error (Proportion)
- Type I/II Errors: Compute Test Power
- Vega: Price Change from an Implied Volatility Move
- Angle Between Clock Hands at 12:15
- Barrier Option Identity: Up-and-Out vs Vanilla
- Black–Scholes Gamma Formula
- Black–Scholes PDE Form
- Bond Price Sensitivity Using Duration and Convexity
- Call Option Payoff at Expiration
- Effect of Volatility on Option Moneyness Probability
- Expected Flips to Get Two Heads
- Ito’s Lemma: Drift of log(S_t) under GBM
- LLN Rate: Chebyshev Sample Size Requirement
- MLE for a Poisson Rate Parameter
- Probability of Odd Number of Heads in Fair Coin Tosses
- Risk-Neutral Drift with Continuous Dividend Yield
- Time Series Stationarity: AR(1) Condition
- Two-Asset Portfolio VaR with Correlation
- 12-Ball Weighing Problem
- 3Sum Closest
- Coupon Collector Problem: Expected Die Rolls to See All Faces
- Daily Bloomberg Terminal Keystrokes
- Daily Canceled HFT Orders
- Distribution of Sum of Two Uniform Random Variables
- Drawing Balls Until One Color Exhausted
- Effect of Duplicating Data in Linear Regression
- Expected Flips for Three Consecutive Heads
- Expected Samples Until Sum Exceeds One
- Global Daily Text Messages
- Global Derivatives Notional Value
- Group Duplicate Numbers by First Occurrence Order
- Maximum Product of Three Numbers
- Normal Approximation for Binomial: At Least 50 of 400 Pass
- NYSE Orders Per Second at Peak
- Optimal Point Minimizing Sum of Absolute Distances
- Probability of Even Heads with N Fair Coins
- Probability of Meeting at Train Station
- Rolling Mean and Variance in O(1) Time
- Sum of Consecutive Integers
- Two Burning Strings: Measuring 45 Minutes
- US Strategic Petroleum Reserve Capacity
- Explicit Solution to GBM
- Feynman–Kac: PDE to Expectation
- Girsanov: Brownian Motion under Measure Change
- Maximum R² from Combined Predictors
- Ornstein–Uhlenbeck Process: Mean Function
- Two Egg Problem: Minimum Worst-Case Drops
- Upper Bound on Third Correlation Given Two Others
- Variance of X-Coordinate for Uniform Points on Unit Circle
- FX Volume Around Economic Releases
- Quant Fund GPU Backtesting Hours
- How Many Times Has "Priced In" Been Said Since 2008?