I applied through university. The process took 1 day. I interviewed at Citi in Feb 2010
Interview
I interviewed with four different guys. The fist one asked me resume questions and some easy tech. The second one was horrible, I was asked by many market questions, such as what do you see the US economy in short-term, long term, how do you think of the equity market in the future, etc. The third guy asked me many math and probability questions, very easy, including the classic one (the prob that three random dots in a circle can form a acute triangle). The fourth one went through my programming skills and asked small questions based on different programming languages such as C++, SQL, etc
Interview questions [1]
Question 1
What is the probability of forming a acute triangle from three random dots in a circle
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