The process took 1 day. I interviewed at Citi (New York, NY) in Sept 2011
Interview
Interviewed on campus. First just asked about my resume. Then went into why quant trading and why Citi. Interview seemed to go well, but I guess it was easy so everyone must have done well.
I applied through university. The process took 3 days. I interviewed at Citi (New York, NY) in Mar 2016
Interview
Highly quantitative ones. 1 round phone interview, and final super day. Luckily got recommendation from alumni, and received multiple suggestions on preparing for the questions. Mock section was also necessary. But in general the process was nice compared with other investment banks.
Interview questions [1]
Question 1
Well-covered by maths, statistics, finance and programming. Topics include stochastic, calculus, linear algebra, derivatives, numerical analysis and algorithm, Practice is the key. The book "A Practical Guide to Quantitative Interview" was of great help especially for brainteasers. Also be prepared for the algorithm questions.
They asked me mostly technical questions, 2 probability questions but I didn't really know how to do them.
Interview questions [1]
Question 1
1st question they asked me to find the expected value of 2 12-sided die. 2nd question they asked me which would I rather do, roll one 12-sided die and double the number or roll 2 12 sided die and add them together. If the number is <13, then your payoff is 0, and if It's over 13 your payoff is whatever number you get.
I applied through university. I interviewed at Citi in Jan 2012
Interview
1.Tell me about the most impressive experience about yourself.
2. Are you good at programming? Which language you are most proficient in?
3. Plenty of mathematical questions, most of them are probability questions.
Interview questions [1]
Question 1
A bit difficult if you haven't reviewed mathematics before interview.
