I applied to Citadel but did not receive an interview. I was unaware of DRW, thank you for that. From the mathematical side of things my main problem seems to be a lack of experience in doing stat analysis on HFT data sets (my background is in PDE). Is there anyway one can self learn this?

<t>Recent PhD in Mathematics from USA university in NY, since Jan have been reading about Math Fin, C++ programming, brushing up on Prob/Stats, Quant interview type questions etc.. While in NY interviewed with GS, went well. Unfortunately I had to cut my interviews short as I moved with my fiancee t...