Citadel Securities Software Engineer Interview Experience — Trade Data and Timestamp Precision

The author reports a Citadel Securities process with an initial recruiter screen and two technical interviews, without an online assessment. A New York team lead conducted a one-hour session involving trade reconciliation, behavioral questions, and design follow-ups. A London lead then held a longer-than-scheduled interview combining another trade-data task with detailed resume discussion.

The account emphasizes parsing, object-oriented design, responsibility boundaries, and edge cases over familiar algorithm exercises. Timestamp discrepancies and financial precision were recurring concerns. The author recommends clarifying data volume, timing tolerances, partial fills, and streaming expectations before implementation. Despite feeling that the conversations had gone well, the applicant was rejected. The report does not provide the employer’s reason for that decision.