Citadel / Two Sigma-style

Quant Research Screen

Modelled on the long-form research online assessments: distribution theory, stochastic processes, and the inference traps that kill a live strategy.

Format

• Two sections, 40 minutes total.
• No negative marking - answer everything.
• Long-form pace: these reward care, not speed.

Sections

• Probability & stochastic processes - 14 items, 22 minutes, no negative marking. 14 items, 22 minutes. Poisson processes, order statistics, Markov chains.
• Inference & research integrity - 12 items, 18 minutes, no negative marking. 12 items, 18 minutes. Multiple comparisons, look-ahead, survivorship.

Outcry is not affiliated with any firm named here. These sittings reproduce publicly reported assessment formats; the questions are generated fresh each attempt and are not any firm’s own material.