I applied online. The process took 3 weeks. I interviewed at Citi (New York, NY) in Oct 2016
Interview
First Round via phone interview, three math problems without any behavioral questions. The questions were not hard but could demonstrate your logic when thinking. Then got invitation to Superday. Met four people at trading and also quant development desk. The interviewers were really nice in general. Didn't do well in the technical interview.
Interview questions [1]
Question 1
Coin toss problem.
How to derive OLS closed-form solution.
I applied through university. The process took 4 days. I interviewed at Citi (New York, NY) in Oct 2016
Interview
one phone interview and then super day.
there is one math exam and and one programming exam,
four back to back interviews with lots of math and brain teasers.
one of the interview has many math questions.
they require highly technical skills.
question uses taylor expansion;
basic knowledge about derivatives;
Interview questions [1]
Question 1
market view questions ;
greeks: what's delta, gamma
lots of questions about projects related to resume.
I applied through university. The process took 1 week. I interviewed at Citi (New York, NY) in Sept 2016
Interview
I applied through university OCR. The process took about one week. I interviewed on campus. It was 1 on 1 interview. It lasted about 30 minutes. They select about 20 students in NYU for the interview, mostly from math finance and financial engineering.
Interview questions [1]
Question 1
Introduce about one project
Four easy math questions
