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.
J'ai passé un entretien chez Citi (Londres, Angleterre)
Entretien
medium difficulty, asked regular quant questions, math, computer science and all that, regular quant questions, math, computer science and all that, not that difficult, rejected by them in the end
Questions d'entretien [1]
Question 1
regular quant questions, math, computer science and all that
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
J'ai postulé en ligne. J'ai passé un entretien chez Citi (New York, NY)
Entretien
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.
Questions d'entretien [1]
Question 1
General questions about trace data and bond markets