Quant Interview Question from Citadel (2026)
Citadel is renowned for its rigorous quant interviews, where candidates are assessed on their ability to solve real-world quantitative problems efficiently. In this article, we dive deep into a popular Citadel quant interview question for 2026, which tests both algorithmic optimization and a solid understanding of array manipulation. We’ll present the problem, break down the concepts, provide an optimal solution with code, and explain every step in detail. Whether you're preparing for a quant interview or simply want to sharpen your algorithmic skills, this comprehensive guide will help you master this classic problem.
Given an integer array output of length n (where n ≥ 1), your task is to refactor and speed up a correct but slow implementation.
The final return value can be equivalently defined as: Scan the array from left to right, maintaining the minimum value seen so far (min_prefix). For each element a[i], compute a[i] - min_prefix. Return the maximum of these differences (ignoring negatives, equivalently compare with 0).
