I applied through college or university. The process took 2 weeks. I interviewed at Citi in Feb 2013
Interview
Got the interview through On-Campus recruiting. First round interview was mostly behavioral with a few brainteasers. Final-round interview at Citi was nearly ALL quantitative. The interview consisted of a 30-minute math test, a programming interview, 2-3 brainteasers interview, a market interview and a few behavioral interviews.
Interview questions [1]
Question 1
What is the price of a 1-day Call Option on Citi stock struck at-the-money?
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