Citi Risk Management Intern interview questions

Was granted an interview via on campus recruiting. The guy who interviewed me was in a pretty senior position, he had been working at Citibank for a long time and was very knowledgeable in his field. He was very personable, started off by asking me to run through my resume and talk about my internship experiences. Then he became extremely technical some corporate finance questions like bond convexity. He also asked pretty specific and knowledge intensive questions about loan refinancing policies in USA vs Asia. I tried to answer it as best as I could but he seemed disappointed and frustrated with my answers.