The Citadel Super Day Quantitative Math interview is stage 5 of 8 in the Citadel interview process, after the Trading / Market-Making Simulation. Format: 60 min · whiteboard. Part of the all-day Super Day (a series of ~45-min interviews).
Preparing for this round? Practice the 23 questions mapped to the Citadel Super Day Quantitative Math, with worked solutions. A free account saves your progress.
What the Super Day Quantitative Math tests
Two or three probability/statistics problems back-to-back - expect full derivations, not just final answers.
QuantVault maps 23 practice problems to this round. By topic, the biggest groups are expectation (9), probability (7), game theory (5), combinatorics (1); by difficulty, 3 easy, 11 medium and 9 hard. 23 of them were reported by candidates who interviewed at Citadel, most recently in Jun 2026.
- The quant research onsite is three to five interviews of about an hour each, covering probability derivations, coding and ML or statistics.
How to prepare for the Super Day Quantitative Math
- Conditional expectation is the hammer. Most rounds reduce to first-step analysis or E[X] = E[E[X|Y]]. Make it reflexive.
- Sanity-check the answer. Limits, symmetry, and units. Catching your own error scores better than a lucky number.
Further reading: How quant superdays work · Behavioral questions at trading firms · Market-making game interview guide.
Question types in this round
The 5 largest question types in the Citadel Super Day Quantitative Math practice set; across them the most common sub-topics are expected value, conditional probability, order statistics, symmetry, independence, indicator variables. The questions themselves, with worked solutions, are in the round practice.
Expectation9 in this round
Probability7 in this round
Game Theory5 in this round
Combinatorics1 in this round
Random Variables1 in this round
Common mistakes
- Derive, don't recall. They want the steps.
Prepare with QuantVault
The same round at similar firms
Compare with similar firms
Frequently asked questions
What is the Citadel Super Day Quantitative Math interview?
It is stage 5 of 8 in the Citadel interview process, after the Trading / Market-Making Simulation. Format: 60 min · whiteboard. Part of the all-day Super Day (a series of ~45-min interviews). Two or three probability/statistics problems back-to-back - expect full derivations, not just final answers.
How long is the Citadel Super Day Quantitative Math interview?
Candidates report: 60 min · whiteboard.
What questions come up in the Citadel Super Day Quantitative Math interview?
The practice set QuantVault maps to this round centers on expectation, probability, game theory.
How should I prepare for the Citadel Super Day Quantitative Math interview?
Conditional expectation is the hammer. Most rounds reduce to first-step analysis or E[X] = E[E[X|Y]]. Make it reflexive. Sanity-check the answer. Limits, symmetry, and units. Catching your own error scores better than a lucky number.
What comes after the Super Day Quantitative Math?
The Super Day Coding (stage 6 of 8). Format: 60 min · CoderPad (Python preferred).
Practice the Citadel Super Day Quantitative Math round
Work the 23 mapped practice problems with progress tracking, then move to the next stage of the Citadel funnel.