I applied through university. The process took 2 weeks. I interviewed at Citi in Oct 2010
Interview
Initially two phone interviews 30 mins each with quantitative questions in each one. Then was flown out to New York for Superday and had 8 interviews 30 mins each that day with a math test in the morning. If flying from the west coast, it's important to plan so your schedule is not messed up when you have to wake up at 6am EST for your interview. Do not make my mistake and sleep 5 hrs a night for the entire week before the interview.
Interview questions [1]
Question 1
You have 99 distinct numbers from 1-100, how would you find which number is missing?
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
