The process took 1 day. I interviewed at Citi (Los Angeles, CA) in Feb 2009
Interview
The interview took place at the UCLA career center. The interviewer was prompt and professional and met me almost to the second that the interview was to start. He was friendly, but also quite reserved. You could tell he was a little distracted. After the expected "Walk me through your resume" he waded right into technical questions. He would dovetail each question with a more complicated question. He would also allow you to steer the interview in a direction more favorable to your knowledge. For example, I rambled on about options for quite some time. Overall a pretty typical Investment Banking interview.
Interview questions [1]
Question 1
What are the factors that go into valuing an option contract? The follow up question was what are the Option Greeks and how do they related to each other (this was the hard one, but he seemed satisfied that I knew even half of them).
I had a behavioral with a current analyst, then a Superday with 3 members of the division. During the Superday, I was also assigned a case study to be conducted and presented live to the Superday interviewers.
Interview with HR and a current analyst (behavioral + CV). Another round where there was 2 interviews from people from the department and then a prresentation based on a document they present
I had 2 interviews. First one was general interview with 2 company employees, they asked about my experiences. Second one was interview with case study. with more specific technical questions.
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