J'ai postulé via la recommandation d'un employé. Le processus a pris 4 mois. J'ai passé un entretien chez Citi (Ciudad de Mexico) en août 2020
Entretien
Series of telephone and zoom calls, followed by a written test submitted by picture.
Interviewers seemed agreeable but the warnings about an "intensely competitive work environment" were clear red flags.
Interviewers were friendly, but annoyingly informal. Was promised a follow-up in case of rejection, that promise of course was not fulfilled.
Questions d'entretien [1]
Question 1
Previous salary and experience.
Mastery of English Language
Basic properties of Black-Scholes models and risk-neutral measures
Bond pricing and convexity hedging
Elementary probability models (cards, binomial distributions, gaussian limits of LLN)
Programming: some pseudocode for some simple numerical interpolation routines
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