The process took 2 days. I interviewed at Citi in Oct 2011
Interview
The intervew process was a part of On Campus Recruiting process. While the interviewer was polite and methodical in his approach, his Math questions were made by him in an impromptu fashion and asked immediately. This was particularly frustrating and unnerving. Since all his questions were not perfect and had some information that was not provided, I was not sure what type of answer he was expecting. All in all, it seemed like one of those interviews in which if you approach to problems coincided with that of the interviewer, your through otherwise you are not regardless of your scholarly potential
Interview questions [2]
Question 1
Solve the Brownian motion SDE on paper. Here is the starting equation.
Derive "uv" integral rule from any differentiation identity you remember. You can use only "basic" identities and no "advanced" calculus in your derivation.
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
