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      Quantitative Modeler Interview

      11 Apr 2017
      Anonymous interview candidate
      New York, NY
      No offer
      Negative experience
      Average interview

      Application

      I applied online. The process took 4 weeks. I interviewed at Citi (New York, NY) in Oct 2016

      Interview

      It's safe to say it's my worst experience and I see chaos in administration and no respect to the candidates at all through it. Citi booked a hotel for me for two nights at Long Island but the travel agency didn't gave the hotel the company credit card number. I have to pay the $440.74 bill with my own credit card to check out and catch the flight. I immediately sent an email to the interview coordinator they told me they can reimburse it but it will take 6-8 weeks. I sent Citi the reimbursement form and 10 weeks later I still didn't receive the reimbursement. I sent out a few emails to them but just being ignored. I felt so humiliated for keeping asking them for money which they owe me and they even didn't type a single alphabet to reply me. So please make sure the hotel has the company credit card number when you check-in. I didn't sign any disclosure and happy to share the interview questions. One of the first two telephone interviews are technical: Very tricky Calculus questions and basic concept of probability/statistics. Any other telephone interview is short and only took 5 minutes. I went to Long Island Office for on-site interview. 6-7 ppl interviewed me 1 on 1. Some of them asked general questions, some of them asked about my research (experiment design) which is not related to the job directly. A guy asked me basic concept about OOP programming and Java I think it's because I mentioned I was a java programmer. Another guy asked me a probability question I answered it right in 10 seconds and showed him my steps. He didn't understood my method, I used a recursive method with less assumption and he showed me his dumb method with pride by iterating all the possible values and using sum of geometric series formula and geometric distribution assumption is required. LOL!

      Interview questions [4]

      Question 1

      A and B throws a dice in turn (A,B,A,B,....), A will throw first, and the first ppl to throw a SIX will win. What is probability of A wins?
      1 Answer

      Question 2

      Explain ROC
      Answer question

      Question 3

      Explain object in Java
      Answer question

      Question 4

      How to deal with the time series data if it's not stationary
      1 Answer

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