I interviewed with a team in New York who handled various aspects of Citi's trading applications. The multi-disciplinary crew asked me technical questions and some specific syntax questions.
The tech test covered:
Sybase: triggers, where vs. having, joins, how to find what database you are in.
Unix: crontab, use of grep and sed with tokens
Problem solving: probability of rolling a specific number; the 10 bags with 10 coins, one of which has fakes that can only be determined by weight...and then something about your favourite super powers.
I found the corporate culture to be very receptive to individuality and openness based on the people I met on the trade floor prior to the formal interview. I think the interview fell into the trap of testing people too hard for things that won't be required to become a superstar at the role.
My advice is you is to bone up on the specifics of anything you see in the "Skills" section for the test and have some clear examples handy to speak about successful situations from your older jobs .