I applied through university. The process took 1 day. I interviewed at Citi (Philadelphia, PA) in Sept 2012
Interview
First round on campus interview, went through my resume. Ask me what programming language I‘m most familiar with, why I'm interesting in this position. Ask me whether I paid attention to financial news, some questions about European economic crisis. Ended with two brainteser, the first one I dind't quite understand, the second one is easy.
Interview questions [1]
Question 1
Burn two ropes, one needs 60 minus, another needs 30. How to get 45 minus time.
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