I had three separate interviews with senior members of the unit I applied to. The role was for the ABS unit and the questions thrown at me suggest they were primarily interested in a statistician with coding abilities. I believe I did pretty well on the interview and I got positive feedback from the recruiter. While waiting for the next round of interviews, I got an email fro the recruiter saying that the role was no longer available.
Interview questions [1]
Question 1
What is the difference between R squared and Adjusted R squared? Describe the procedure for computing PCA. What is the difference between a Class and an Object?
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
One phone call with HR covering background. I was then invited for a technical interview online. I didn't pass the second stage so I don't know the next steps. For the technical interview I was talking with two quants.
Interview questions [1]
Question 1
Easy questions about analysis, stochastic analysis and easy probability such as expected length of the smallest piece of a randomly broken stick.
I applied online. I interviewed at Citi (London, England)
Interview
Good overall experience. HR got in touch a few months after application. Interview was basic quant maths including probabilities, linear algebra and calculus. Interviewer was helpful when stuck with hints.
Interview questions [1]
Question 1
prove something in calculus, much easier if you already know the theorem
