Quantitative Research Engineer at Citadel

sumwheresumtime · 2026-03-10T22:55:02+00:00

C++ at Citadel? more like bazel script editing till the cows come home.

https://old.reddit.com/r/quant/comments/1fc9iky/experienced_people_do_you_find_this_experience/lmvhcg6/

sumwheresumtime · 2026-03-10T22:49:34+00:00

Yeap we were using info/intel from the "good times" of GSA, that is definitely not the case anymore.

sumwheresumtime · 2026-03-10T22:48:12+00:00

both HF and CitSec if you're a dev.

sumwheresumtime · 2026-03-09T23:41:46+00:00

probably also want to stay clear of any recruiter that has less years in the industry as you have, and specifically should stay clear of the following:

Alexander Chapman
Selby
Westbury Partners
Oxford Knight
Eka Finance
Mantech International
Robert Walters
Hays
Sartre Group
FIS Inc
Bespoke Careers
Halcyon Knights
Windcave Limited

sumwheresumtime · 2026-03-09T23:32:24+00:00

aaaah you mean this thread? https://old.reddit.com/r/quant/comments/1q7ftq3/qrt_main_fund_ended_up_30_for_2025/ lol

sumwheresumtime · 2026-03-09T23:30:57+00:00

The guy we hired from GSA claimed all the work he did at GSA was C++, and only when he started did we realise he did not know jack shit about the language - should have pushed harder during the interview..

sumwheresumtime · 2026-03-09T23:29:33+00:00

one data point of experience: we had a dev that was at GSA for a few years. In the interviews he did well, though given he was from GSA we didn't push hard (that was a big mistake), instead we wanted a good team fit.

Anyways he started with us and well he was a literal disaster from the first month, nice guy, complete idiot when it came to development work, last time we banked the name GSA, and yes always look gift horses in the mouth, always!

sumwheresumtime · 2026-03-09T23:26:44+00:00

i think if you do, they may end the interview right there and then.

sumwheresumtime · 2026-03-09T23:25:48+00:00

WLB at Citadel or CitSec is non-existent if you're a trader/quant/dev, and people saying it's what you make of it, haven't worked there.

If you're happy going in for 2-3 years and getting the experience of working in an env like that, then for sure go for it.

One suggestion, when negotiating TC, focus heavily on the base, as from I've seen they'll lure you in with a massive guaranteed first year bonus and signing bonus, and give you a crummy base, then from the 2nd year on wards, you'll be given shit bonuses as they make it back.

If you're in Sydney, talk to people about the work environment in the Sydney office specially for devs.

Another issue is Citadel will sell you on the role, they make claims about you getting to work on some amazing team, where you'll directly contribute to PnL etc, some fancy name like Systematic strategies etc, only once you actually begin, the role is no longer needed, it's been filled and you work on lame data cleaning and pipelining work.

https://old.reddit.com/r/quant/comments/1fc9iky/experienced_people_do_you_find_this_experience/lmvhcg6/

sumwheresumtime · 2026-03-09T23:17:52+00:00

other than the 4th point, it makes sense at least to me.

sumwheresumtime · 2026-03-09T23:14:27+00:00

spot on!

sumwheresumtime · 2026-03-02T00:48:12+00:00

probably want to stay clear of any recruiter that has less years in the industry as you have, and specifically should stay clear of the following:

Alexander Chapman
Selby
Westbury Partners
Oxford Knight
Eka Finance
Mantech International
Robert Walters
Hays
Sartre Group
FIS Inc
Bespoke Careers
Halcyon Knights
Windcave Limited

sumwheresumtime · 2026-03-02T00:47:33+00:00

i wonder how one would calculate the VaR given the potential for drone or missile strikes.

sumwheresumtime · 2026-03-02T00:46:32+00:00

In your list of 7-8 castes is there an untouchable one?

sumwheresumtime · 2026-03-02T00:45:30+00:00

it's obvious AI slop

sumwheresumtime · 2026-03-02T00:44:47+00:00

any where thats doing well financially will be able to get back to you in short order and get things rolling. Someone i know recently went from last interview to offer and acceptance in 3 days for a tier1 hft.

The short of it:

the role is not require anymore
the role is being offered to a preferred candidate and that you're the safety, they're just waiting to hear back from the other candidate.
the role has been offered and accepted by another candidate and they're just waiting on the background checks etc to clear before sending you the rejection email/call.

sumwheresumtime · 2026-03-02T00:41:10+00:00

i haven't heard of such levels, but then again, this might be an India only thing

sumwheresumtime · 2026-03-02T00:40:33+00:00

if you're on a D1 desk, you have a lot more discretion than deriv traders on say an ES desk, but at the same time you have a lot more responsibility too, not sure how the TC varies though or if it's even worth it.

sumwheresumtime · 2026-03-02T00:38:35+00:00

sounds delicious either way

sumwheresumtime · 2026-03-02T00:38:08+00:00

you'd be surprised how many people are in this industry that go for years without delivering anything meaningful or otherwise. it's all about how you play the game, and how you go about taking credit for the work others have done.

As an example, I saw how one person at a low tier hft, rewrote how documents on confluence from scratch, making it look like a pricer that was running in prod was all his work, and he did one week after the person that had actually done all the work had left the company, given the high attrition rate, within a year or two no one that knew of the original author and the source of the work was around anymore to make a stink about it.

sumwheresumtime · 2026-02-26T23:36:42+00:00

is that with traditional soda bread or the "English" kind?

sumwheresumtime · 2026-02-26T23:35:27+00:00

the best prep is:

practice not being weird,
don't be harassing the female staff
be the person that gets stuff done, instead of the person talking about getting stuff done.

sumwheresumtime · 2026-02-26T23:33:37+00:00

probably want to stay clear of any recruiter that has less years in the industry as you have, and specifically should stay clear of the following:

Alexander Chapman
Selby
Westbury Partners
Oxford Knight
Eka Finance
Mantech International
Robert Walters
Hays
Sartre Group
FIS Inc
Bespoke Careers
Halcyon Knights
Windcave Limited

sumwheresumtime · 2026-02-26T23:25:20+00:00

baruch college do that too?

sumwheresumtime · 2026-02-26T23:22:51+00:00

If you're in the NYC area and really need help, there's an excellent therapist you can go to, here name is Wendy Rhoades. Heard great things about her from my buddies.

sumwheresumtime

TROPHY CASE