I applied through 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.
medium difficulty, asked regular quant questions, math, computer science and all that, regular quant questions, math, computer science and all that, not that difficult, rejected by them in the end
Interview questions [1]
Question 1
regular quant questions, math, computer science and all that
Medium. Memorize the green book and be fast at mental math and be articulate. Be able to answer simple probability questions and stats stuff. they like people who can speak English and are coherent when talking through ideas
I applied online. I interviewed at Citi (New York, NY)
Interview
It was a first round with the hiring manager who mostly asked behavioral questions. He described the role and what they do. Overall the questions he asked were trivial like bond market trading hours. I didn’t know about the sessions after the regular trading session.
Interview questions [1]
Question 1
General questions about trace data and bond markets