Citi Quantitative Analyst interview questions

Phone interview with the Equities quants. Classical math questions and some equity derivatives questions (dividends in Black scholes: continuous, proportional and cash). How to calibrate the volatility term structure? What is the skew? What causes the skew? How do you extend Black Scholes to accomodate the skew

Initial phone interview, followed by an in person interview. The in person interview was with 4 of their analytic team members. Each person interviewed me separately. Each interview lasted 30 minutes so total it took 2 hours.