I applied online. The process took 2 weeks. I interviewed at Citi (New York, NY) in Dec 2016
Interview
My process included two rounds: a phone interview followed by a final round superday.
First round phone interview was all quantitative questions: one programming question, one options question, fixed income questions, and probability questions.
Second round had a programming test, written math test, then four interviews.
Interview questions [1]
Question 1
One question I remember from the Superday was the St. Petersburg paradox.
I applied online. I interviewed at Citi (New York, NY)
Interview
It was a first round with the hiring manager who mostly asked behavioral questions. He described the role and what they do. Overall the questions he asked were trivial like bond market trading hours. I didn’t know about the sessions after the regular trading session.
Interview questions [1]
Question 1
General questions about trace data and bond markets
One phone call with HR covering background. I was then invited for a technical interview online. I didn't pass the second stage so I don't know the next steps. For the technical interview I was talking with two quants.
Interview questions [1]
Question 1
Easy questions about analysis, stochastic analysis and easy probability such as expected length of the smallest piece of a randomly broken stick.
I applied online. I interviewed at Citi (London, England)
Interview
Good overall experience. HR got in touch a few months after application. Interview was basic quant maths including probabilities, linear algebra and calculus. Interviewer was helpful when stuck with hints.
Interview questions [1]
Question 1
prove something in calculus, much easier if you already know the theorem
