I applied online. The process took 4 weeks. I interviewed at Citi (Los Angeles, CA)
Interview
Basically behavior question, with few probability question. It is a 30 minute phone interview for summer internship. it doesn't contain any tough math question as expected, but get asked on understanding option pricing formula and greek.
Multiple phone interviews. Questions were about stochastic analysis, such OU process, ito formula, change of numeraire, black scholes model, risk neutral pricing, finite difference methods, etc. Also asked about past research experience.
I applied through university. The process took 2 weeks. I interviewed at Citi (New York, NY) in Nov 2017
Interview
first, interviewed with a MD at school for about 30 min. followed by 1 programming test, 1 quick math test, and 3 face to face interviews on the super day.
Interview questions [1]
Question 1
resume related, options and BS model, and an case study
I applied online. I interviewed at Citi (London, England)
Interview
Applied on website. Got a face to face interview which went through various technical questions. They were relatively standard for the industry and for someone who's done a PhD in a quantitative subject.
Interview questions [1]
Question 1
Various black scholes / stochastic calculus questions. Standard stuff.
