I applied online. The process took 4 weeks. I interviewed at Citi (New York, NY) in Nov 2015
Interview
A couple rounds of phone interviews, just standard quant interview questions and questions on details of all the projects listed on resume. Two rounds of superdays, all questions were pretty random, depending on the interviewer (half of them were as expected, half not). I should say back to basics. It's very crucial to understand the very basic thing. There was several questions I think I did not do well. I was indeed very lucky to pass all rounds.
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