I applied through university. The process took 2 weeks. I interviewed at Citi (Milan) in Jun 2016
Interview
The overall process required a standard online application through university and two interviews of 30 minutes each. The first interview was with one member of the Foreign Exchange Sales team, the second with the remaining two members. The questions were mainly competency based, with focus on recent financial events. Some basic questions specifically concerned the Foreign Exchange markets.
I was also asked one or two simple technical questions and some general questions regarding CV and personal interests.
Interview questions [1]
Question 1
What consequences do you expect from this recent event?
What happens to option prices if volatility increases?