I applied through college or university. The process took 1 day. I interviewed at Citi in Oct 2011
Interview
Applied through university career. Arranged interview on campus.
Very nice interviewer. Asked questions about projects on resume, very detailed questions.
You have to prepare to answer every detailed question on almost all projects listed on resume.
Then had a programming skill test. You may write algorithm in any language you familiar with.
The programming skill test is definitely the key.
The process took 2 days. I interviewed at Citi in Oct 2011
Interview
The intervew process was a part of On Campus Recruiting process. While the interviewer was polite and methodical in his approach, his Math questions were made by him in an impromptu fashion and asked immediately. This was particularly frustrating and unnerving. Since all his questions were not perfect and had some information that was not provided, I was not sure what type of answer he was expecting. All in all, it seemed like one of those interviews in which if you approach to problems coincided with that of the interviewer, your through otherwise you are not regardless of your scholarly potential
Interview questions [2]
Question 1
Solve the Brownian motion SDE on paper. Here is the starting equation.
Derive "uv" integral rule from any differentiation identity you remember. You can use only "basic" identities and no "advanced" calculus in your derivation.