I applied on university career website, and it is on campus recruiting. I just had the first round interview and the questions are not easy. The interviewer asked me three questions: worst option pricing, some simple math questions, and spread option pricing. The process is very competitive, so you have to prepare carefully.
I applied online. I interviewed at Citi (New York, NY)
Interview
First phone interview: tell me about yourself for 1 min. Then math and computing problems. I think I had a poor line for phone interview, especially those numbers and algorithms. I was really frustrated about that.
Interview questions [1]
Question 1
Tell me some algorithms about recursion and sequence.
Game theory is about distribution and the second one beat me in addition to the t-distribution.
I applied through college or university. The process took 3 weeks. I interviewed at Citi
Interview
First round on campus interview and the invited to the company for the final round, which comprised of eight interviews plus a math test. I don't have a background in finance/econ, but in math and CS. So most technical problems are math and CS related. (i.e., simple probability problems, algorithm design problems). For instance, give an algorithm to find that value of (n,m), n choose m, provided that the final answer will be fit in an integer type of variable (C/C++).
And of course, there is the tell me about yourself, what do you want to know about our company that kind of questions.
Interview questions [1]
Question 1
For instance, give an algorithm to find that value of (n,m), n choose m, provided that the final answer will be fit in an integer type of variable (C/C++).