I went through the full Citadel interview loop earlier this year for a senior role on the global quantitative strategies tech side. The process is intense in ways I wasn't expecting, and the behavioral component is one of them.
A few things stood out:
The behavioral rounds are interwoven, not isolated. There isn't a standalone "behavioral interview" like you'd find at Amazon or Google. Values and culture questions get folded into technical rounds, recruiter screens, and an end-of-loop culture fit conversation. You have to be consistent across all of them.
What they actually probed: Ownership when something went wrong. Specifically, situations where you saw a problem that wasn't technically your responsibility and either stepped in or didn't. Speed of decision-making under uncertainty. How you handle disagreement with senior engineers or leadership. A few people I spoke to in the process got questions about working in ambiguous or fast-moving environments, with real follow-up on the specifics.
The culture is direct and performance-driven. They don't say this explicitly but you can feel it. The interviewers weren't warm in the way some companies do deliberate culture performance. They were businesslike. Honest is probably the right word. I actually found that refreshing versus places that perform friendliness and then ghost you.
My prep: I used a STAR framework for each story but made sure to cut the setup and get to the conflict fast. Citadel interviewers interrupt if you're padding. Good practice is to get your situation explained in 2-3 sentences max, then spend most of the time on what you actually did and what the result was.
Didn't end up taking the offer for personal reasons, nothing against the process. Happy to answer specifics if you have them.