The process took 2 days. I interviewed at Citi in Oct 2011
Interview
The intervew process was a part of On Campus Recruiting process. While the interviewer was polite and methodical in his approach, his Math questions were made by him in an impromptu fashion and asked immediately. This was particularly frustrating and unnerving. Since all his questions were not perfect and had some information that was not provided, I was not sure what type of answer he was expecting. All in all, it seemed like one of those interviews in which if you approach to problems coincided with that of the interviewer, your through otherwise you are not regardless of your scholarly potential
Interview questions [2]
Question 1
Solve the Brownian motion SDE on paper. Here is the starting equation.
Derive "uv" integral rule from any differentiation identity you remember. You can use only "basic" identities and no "advanced" calculus in your derivation.
medium difficulty, asked regular quant questions, math, computer science and all that, regular quant questions, math, computer science and all that, not that difficult, rejected by them in the end
Interview questions [1]
Question 1
regular quant questions, math, computer science and all that
Medium. Memorize the green book and be fast at mental math and be articulate. Be able to answer simple probability questions and stats stuff. they like people who can speak English and are coherent when talking through ideas
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
