It is a telephone interview. Two people involved. A trader and a quant. Last 25 mins for each. Nice people. The questions are not so difficult if you prepared. Like how to price a path-dependent option; What are the variables involving BS pricing? Also they have some brain brain teaser questions
I applied online. The process took 3 weeks. I interviewed at Citi (Tampa, FL) in Jan 2014
Interview
First round get phone interview screening. Then second round gets two VPs to process technology interviews. General statistical issues and walking through resume. Very specific questions so need to well prepared.
Interview questions [1]
Question 1
What are type 1 error and type 2 error? what is p-value
I applied through college or university. I interviewed at Citi
Interview
On campus interview, my application is for summer quant analyst. The whole process was about 45 mins, HR is very nice. Most questions are behavioral and a simple possibility problem.
Interview questions [1]
Question 1
Assume you and a professor plan to meet from 10:00 to 10:50, you will at most wait for 15 mins and the professor will at most wait for 10 mins. What's the time window when you can meet the professor with highest possibility.