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Citadel Software Engineer Interview Guide

Understand the qualifications and background you need to become a software engineer at Citadel.

Introduction

Software engineering at Citadel is an exhillerating and fulfilling career path.

In this guide, we will take you through Citadel's interview process, culture, and the prerequisites you must achieve to land a software engineering role. We will also provide you with resources and advice to help boost your application, and maximise your chances to break into software engineering.

Software Engineering at Citadel

As a software engineer at Citadel, you will build and develop the systems that power every aspect of Citadel's investment process, from research and analysis to trading, risk management, funding and settlement.

Successful engineers at Citadel are critical thinkers who are able to break down problems, and can make clear and rational decisions to develop high quality solutions. While technical skills are important, social skills and communication are just as crucial.

Your Background

Before applying to Citadel, you must meet the following requirements:

Are working toward a Bachelor's degree in Computer Science or a related STEM discipline
Are in your penultimate or final year of your degree
Solid computer science fundamentals
Proficient in one of the following languages: Python, C++, Java
Excellent analysis / problem solving skills, and strong communication ability

Citadel doesn't require you to have a background in finance.

However, you can focus on developing particular qualities that Citadel values in their software engineers. To be more competitive within the interview process, consider these attributes and qualifications:

Experience in competitive and strategic environments to a high/professional standard (e.g. sports, chess, poker, esports, and so on)
Strong programming projects that demonstrate your passion for quantitative domains and problem solving
Deep understanding of Data Structures and Algorithms
A competitive GPA and academic record
Experience in system design and system architecture

Let it be known that these are a few attributes that would be beneficial to improve your chances of landing a software engineering position at Citadel. There are multiple other experiences/qualifications that will also be beneficial, but the qualities from these attributes are highly sought out at proprietary trading firms like Citadel.

If you would like to refresh or learn fundamental programming concepts, learn by doing with our courses in Data Structures and Algorithms and Probability for Quantitative Finance.

Your Application

Citadel's application and interview process is typically longer than that of the average software engineering process, due to it's immense competition. As such, it is super important you study it's interview process (Which you are doing as you're reading this, so good work).

You will be asked to fill out a range of questions, including your degree, your GPA, your graduation date, your resume, and so on.

The main focus is on your resume, which will contain your:

Career objectives and overview
Area of study and academic performance
Experience and projects
Extracurricular/competitive achievements
Characteristics and interests

It is important you structure your resume correctly. We recommend a platform such as resume.io to assist you with building your resume.

You will also be asked a range of cover letter related questions, such as, "why would you like to work at Citadel?", "what about software engineering interests you?", and other personal questions. Make sure your responses are genuine and well structured. Do NOT use AI to write your cover letters, as HR will notice this immediately, and bin your application.

Typically, a recruiter at Citadel will get back to you regarding your application in a week, and will inform you if you have been chosen to progress to the next interview stage.

Round 1: Screening interview

The first round at Citadel is a screening interview. You will sit down with a technical interviewer, and answer a few simple programming questions.

For each question, you will go through the following process:

Programming Question

To begin any software engineering technical interview at Citadel, you will be tasked with writing a programming solution for a particular problem. You will be given a timeframe, usually 5 minutes or so, to provide your logic, write, and execute your program.

To understand what types of questions may be asked in this round, view our programming questions, and filter for medium and hard. Further, make sure that you can explain your solutions clearly and concisely as you go through them.

Improving Your Code

Chances are, based on the nature of the questions they ask at Citadel, you may not have found the solution with the best time / space complexity yet. You and the interviewer will discuss alternative solutions, whereby your interviewer will hint at particular errors/inefficiencies that may be in your code.

To ace this component of the interview, brush up or learn DSA concepts with our Data Structures and Algorithms course.

Continuous Development

You and your interviewer will repeat improving your code until you ineviatbly reach the most optimal solution. Keep in mind that the interviewer will not judge your interview on whether you got the question 100% right, but more your problem solving ability, and technological knowledge.

Overall, when you are going through these technical interviews, make sure you do the following:

Do not rush - take your time, make sure you have covered all bases, question your assumptions, and come to a solution.
Communicate effectively - This is perhaps the most important. You have to be able to express your thought process concisely and ffectvively to work as a software engineer at any proprietary trading firm.
Do not panic - If you don't find the best solution, or a solution at all, panicking is not a good idea! Stay patient and focused, and the solution will come to you naturally.

Round 2: Technical Interview

The Technical round of Citadel's interview process comprises of a full day of behavioural, technical, and project-based activities, monitored closely by expert technologists. You may take the technical interview online, or in their office at the nearest location.

As such, Citadel's technical interview is split up in the following sections:

Programming Model

In the first section of the technical interview, you will be asked to discuss and implement a solution to a model/problem that is quite advanced. You may be asked something like "How would you implement connect four?" or "How would you implement chess?"

You will describe a high-level version of your solution to the interviewer, followed by programming certain components of the game. You may have to discuss how you could have implemented it better afterwards, as a reflection.

Coding Questions

The second question requires to write an algorithmic solution for a problem, typically within a function. This is similar to the programming questions within the screening process, except a bit more difficult.

We recommend you use our programming interview questions, specifically questions such as Maximum Drawdown, Compound Interest, and Dijkstra.

Computer Science Questions

In this section, you will have to describe in detail a computer science topic/concept that you find interesting. This question exists so that Citadel can differentiate those who are actually passionate about technology, and those who are not.

Some interesting topics you could investigate include the ethics of tech, the development of the internet of things, how cloud computing works, AI for self driving cars, and so on.

Whatever you choose to talk about, make sure you understand it deeply!

System Design

System design is perhaps the hardest element of Citadel's software engineering technical round. You may be asked questions such as, "How would you design a market data feed system that ingests and processes stock prices, option prices, and other market data in real-time?".

You will have to discuss specifics within your solution, describing:

High-Level Design: Core concepts, icluding Data Processing, Notification Systems, API Gateways, Databases, etc. Clearly define how these components will interact with each other (e.g. data flow, synchronous vs asynchronous communication, etc)
Data Storage: How will the data be stored? Choose the right database based on the structure and needs of your data.
APIs & Microservices: What APIs do you need to connect with your system?
Scalability: Horizontal vs vertical balancing, load balancing, caching, partitioning.
Edge cases: How may this system fail is certain circumstances? Address these special cases.

For the system design section, it is super important you understand basics of networking protocols, TCP/UDP - their tradeoffs, and where they are used. You may also have to perform back-of-the-envelope calculations to estimate the system's capacity and/or performance.

Round 3: Hiring Manager Interview

If you have made it this far, you should be proud! You only have one more technical interview to go. However, this is perhaps the hardest interview.

This interview will last approximately 60-90 minutes, and consists of 2-3 difficult programming questions. These questions may require the following:

Advanced DSA knowledge - Understanding data structures and algorithms to a high level is essential for this interview
Memoisation and Tabulation - Difficult dynamic programming solutions may be needed for these questions
Advanced problem solving - These questions are not easy, and will take deep thought to reach an efficient solution

Again, we recommend you use our Data Structures and Algorithms in order to deeply understand DSA concepts.

Final round: HR Interview

Congratulations! You passed all technical interviews, and made it to the final round.

The HR Interview is the final round, but super crucial for your success at Citadel as a software engineer In the interview, you will discuss over the phone with a member of Citadel's HR team (who has a technical background, by the way) your qualifications, background, and skills, as well as your motivations for applying and cultural fit with the firm.

The following are types of questions that you may encounter in an HR Interview:

1. General Questions

General questions regarding your motivations, values, personality, and work style allow the interviewer to further understand how you will integrate into the work environment.

You can see examples of these types of questions in our common general questions list.

2. Background Questions

These questions dive into your previous work experience, projects, and education to get a better understanding of how you qualify for the role.

To see these types of questions, view common background questions.

This interview section is very overlooked. Make sure you deeply understand the Citadel's values and mission (as described above) before going into the interview.

Also, be confident and authentic, and prepare your experience and projects in an orgnaised and professional way.

Success!

If you made it to the end, then congratulations! You are now a software engineer at Citadel. You worked hard, and deserve to celebrate!

Going beyond, in your first few weeks, make a good impression by demontrating your views in continuous learning, staying humble, displaying humility, and listening to the experienced software engineers. Be receptive to advice throughout your quantitative career!

Closing Remarks

If you are feeling quite overwhelmed by the complexity and length of the Citadel's interview process, that is totally normal! By reading this, and understanding the interview process holistically, you have already gained a competitive advantage over most applicants.

To gain an even further advantage in the interview process, it is imperative that you start preparing early and stay consistent in your preparation. Many applicants fail to delegate adequate time for interview preparation, or overlook interview preparation in general, leading to their demise in the interview process.

For competitive jobs, interviewing is a must-have skill. Please understand, software engineering is a super competitive industry, with only a select few that will fill in positions. To stand out, and maximise your chances of securing your dream position, you must prepare early.

Further, if you feel that you're not up for a software engineering position at Citadel, the biggest mistake you can do is not apply! You miss all opportunities you do not take. And understand that all successful software engineers have imposter syndrome at many points within their career.

Overall, becoming a software engineer at Citadel is a highly fascinating and lucrative career path, and with enough preparation and knowledge, you will be well-positioned to crack the interview process, and become a software engineer yourself.