Candidatei-me online. O processo levou 4 semanas. Fiz uma entrevista na empresa Citi (Los Angeles, CA).
Entrevista
Basically behavior question, with few probability question. It is a 30 minute phone interview for summer internship. it doesn't contain any tough math question as expected, but get asked on understanding option pricing formula and greek.
Multiple phone interviews. Questions were about stochastic analysis, such OU process, ito formula, change of numeraire, black scholes model, risk neutral pricing, finite difference methods, etc. Also asked about past research experience.
Candidatei-me por meio de uma faculdade ou universidade. O processo levou 2 semanas. Fui entrevistado pela Citi (New York, NY) em nov. de 2017
Entrevista
first, interviewed with a MD at school for about 30 min. followed by 1 programming test, 1 quick math test, and 3 face to face interviews on the super day.
Perguntas de entrevista [1]
Pergunta 1
resume related, options and BS model, and an case study
Candidatei-me online. Fiz uma entrevista na empresa Citi (Londres, Inglaterra).
Entrevista
Applied on website. Got a face to face interview which went through various technical questions. They were relatively standard for the industry and for someone who's done a PhD in a quantitative subject.
Perguntas de entrevista [1]
Pergunta 1
Various black scholes / stochastic calculus questions. Standard stuff.
