I applied through college or university. The process took 2 weeks. I interviewed at Citi (New Brunswick, NJ) in Feb 2016
Interview
Firstly, the employer talked the company and the position. Then let me introduce myself and talk about one of my projects. At last asked me a brain teaser question. Among the interview, the employer asked me about my C++ skill, maybe C++ skill is very important during the work.
Interview questions [1]
Question 1
There are 3 boxes. Each box includes 2 balls. The first one includes 2 black ball, the second one includes one black and one white and the last one includes 2 white balls. Pick 2 balls from one box. The first one is white. Then, what's the probability that the second one is also be a white?
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
