I applied on university career website, and it is on campus recruiting. I just had the first round interview and the questions are not easy. The interviewer asked me three questions: worst option pricing, some simple math questions, and spread option pricing. The process is very competitive, so you have to prepare carefully.
Candidatei-me online. Fiz uma entrevista na empresa Citi (New York, NY).
Entrevista
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.
Perguntas de entrevista [1]
Pergunta 1
General questions about trace data and bond markets
Fiz uma entrevista na empresa Citi (Londres, Inglaterra).
Entrevista
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.
Perguntas de entrevista [1]
Pergunta 1
Easy questions about analysis, stochastic analysis and easy probability such as expected length of the smallest piece of a randomly broken stick.
Candidatei-me online. Fiz uma entrevista na empresa Citi (Londres, Inglaterra).
Entrevista
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.
Perguntas de entrevista [1]
Pergunta 1
prove something in calculus, much easier if you already know the theorem
