I applied online. The process took 2 days. I interviewed at Citi (New York, NY) in May 2010
Interview
they responded very quickly. actually two short phone calls about background, no actual technique stuffs. then ask you to finish an online test of C++ and math. for c++ I got 32 out of 36, (which I guess failed me for), 23 out of 24 on math.
Medium. Memorize the green book and be fast at mental math and be articulate. Be able to answer simple probability questions and stats stuff. they like people who can speak English and are coherent when talking through ideas
I applied online. I interviewed at Citi (New York, NY)
Interview
It was a first round with the hiring manager who mostly asked behavioral questions. He described the role and what they do. Overall the questions he asked were trivial like bond market trading hours. I didn’t know about the sessions after the regular trading session.
Interview questions [1]
Question 1
General questions about trace data and bond markets
One phone call with HR covering background. I was then invited for a technical interview online. I didn't pass the second stage so I don't know the next steps. For the technical interview I was talking with two quants.
Interview questions [1]
Question 1
Easy questions about analysis, stochastic analysis and easy probability such as expected length of the smallest piece of a randomly broken stick.
