The Citadel Securities Interview Process for Quant Trading
Citadel Securities pairs an online quantitative assessment with market-making scenarios across equities, options and ETFs before a final superday.
Citadel Securities' interview process for quantitative trading roles runs an online assessment covering math and probability, followed by two or three rounds of technical interviews and a final superday, with market-making logic layered into nearly every stage because the firm is one of the largest electronic market makers in the world.
Citadel Securities makes markets across a wide range of products, including U.S. equities, listed options, ETFs, and fixed income instruments, executing a significant share of retail equity order flow in the United States. That breadth means the firm hires quantitative trading candidates who can reason about pricing and risk across asset classes rather than specialists in a single product, and the interview reflects that generalist bar even for candidates targeting a specific desk.
The firm's scale also means its trading systems operate at high volume with tight risk controls, so interviewers probe whether a candidate can price a security correctly and whether they understand what happens to a firm's risk book when thousands of similar decisions happen every second.
The process commonly opens with an online assessment covering quantitative reasoning, probability, and for some roles basic programming logic, completed on a timed platform. Candidates who pass move to one or two rounds of interviews conducted by phone or video, typically with a trader or researcher from the desk that is hiring, before a final superday that stacks three to five interviews into a single day.
The superday mixes technical interviews with a conversation focused on why the candidate wants to trade at Citadel Securities specifically, and candidates report that interviewers compare notes between rounds, so an inconsistent answer given twice is more likely to surface than at a firm running a single long interview.