I applied through college or university. The process took 2+ months. I interviewed at Citi
Interview
First phone interview, second in person interview at Buffalo office and third they fly me to NYC office. At Buffalo office they ask me to debug a C function on a paper. NYC interview with 8 people each had 30 min with me and ask lot of questions on theoretical physics.
Interview questions [1]
Question 1
Write down Einstein's equations. What is invariant quantity in general relativity. What is the different between spectral and Sudo spectral methods. What is the different between void pointer and Null pointer. Can C structure contain a function call. How to solves the schrodinger's equation. How to reduce error in finite differencing.
I applied online. The process took 1 day. I interviewed at Citi (Londres, Inglaterra)
Interview
1st round technical with two Managing directors. A lot of macro questions come, with some mathematical proofs for options theory. 1st round technical with two Managing directors. A lot of macro questions come, with some mathematical proofs for options theory.
Interview questions [1]
Question 1
Ask about the recent SWB drop its currency peg with euro.
I applied through college or university. The process took 2 weeks. I interviewed at Citi (Atlanta, GA) in Mar 2015
Interview
The recruiter sent me email and let me fill the application process. Then I got a phone screen session. The interview took approximately 30 minutes. The interviewer was very kind and humorous. We first introduce ourselves, then went to the interview session. I really wish to join the team but I guess this position requires extremely high on coding.
Interview questions [1]
Question 1
Basically technical questions about C++, including additional knowledges from boost and quantlib library. Also a probability questions was asked and it's pretty easy.