I applied through university. The process took 1 day. I interviewed at Citi (New York, NY) in Oct 2009
Interview
This is regarding the final round of interviews for sales & trading quantitative program,
There were three components to this interview: math test, quant interviews and sales/trading interviews.
Math test consisted of 8 problems (30 minutes), all of them around the same level of difficulty as the problems given at the on-campus interview.
The quantitative interview consisted of four 30-minute interviews with various directors of the quantitative research group. This was the more technical part of the interview where they asked questions on a wide range of topics (brain-teasers, programming, general math, bonds, options etc.).
After lunch, you had another three rounds of 30-minute interviews with individuals from sales and trading. Most of the interview were behavioral but some technical questions were also asked (especially if you got traders interviewing you).
Interview questions [1]
Question 1
How would you remove an element from a singly-linked list?