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Citi Scoring Analyst Interview Questions & Reviews

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Scoring Analyst Interview

Anonymous Interview Candidate

I applied through college or university and interviewed at Citi.

Interview Details HR first arranged a phone interview for basic information such as the skill,experience and sponsorship. Then the hiring managers called me afterwards with technical questions about stochastic process and risk management,etc.

Interview Question – derive a volatility option PDE like black-scholes   Answer Question

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