Citi Quantitative Analyst interview questions

The first round interview was a one-on-one technical interview. Calculus and programming questions were asked. The second round interview was a big day with directors in the fixed income group. They interviewed with me while still doing jobs on their computers. Most problems are math, programming or brain teaser problems. There was also a math test with calculus, linear algbra and logic questions. The math test was very hard.