System design
Citadel's system rounds skew low-latency: order books, matching engines, market-data handlers. Memory layout and lock-free data structures come up for quant-dev.
TL;DR
Citadel's loop is short, high-intensity, and probability-heavy. Expect 3–5 rounds: one HackerRank-style coding assessment, one statistics/probability round, one systems/C++ round (for quant-dev), and one fit/behavioral.
These patterns show up most often in publicly-reported Citadel loops. Master the first three before you move on.
Break an overlapping-subproblem problem into a recurrence and cache results.
A data structure that returns the min or max in O(log n) per operation.
Two cursors moving independently over a sorted or monotone structure.
Sort events by time, sweep a line, maintain an active set for overlap questions.
Breadth-first for shortest unweighted paths; depth-first for exhaustive traversal.
Citadel's system rounds skew low-latency: order books, matching engines, market-data handlers. Memory layout and lock-free data structures come up for quant-dev.
Citadel is direct and fast-paced. Interviewers expect concise, confident answers — hedging reads as uncertainty.
The probability round is often the cut. Brush up on Bayes, Markov chains, and classic brain-teaser distributions before the loop.
Start with the diagnostic. We'll weight your loop toward the 5 patterns above.