I applied through college or university. The process took 2 weeks. I interviewed at Citi (Atlanta, GA) in Mar 2015
Interview
The recruiter sent me email and let me fill the application process. Then I got a phone screen session. The interview took approximately 30 minutes. The interviewer was very kind and humorous. We first introduce ourselves, then went to the interview session. I really wish to join the team but I guess this position requires extremely high on coding.
Interview questions [1]
Question 1
Basically technical questions about C++, including additional knowledges from boost and quantlib library. Also a probability questions was asked and it's pretty easy.
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