Citi Quantitative Analyst Interview Questions

Updated May 16, 2015
28 Interview Reviews

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Helpful (3)  

Quantitative Analyst Interview

Anonymous Employee
No Offer
Neutral Experience
Difficult Interview

Application

I applied through college or university. The process took 2 weeks. I interviewed at Citi in February 2013.

Interview

Got the interview through On-Campus recruiting. First round interview was mostly behavioral with a few brainteasers. Final-round interview at Citi was nearly ALL quantitative. The interview consisted of a 30-minute math test, a programming interview, 2-3 brainteasers interview, a market interview and a few behavioral interviews.

Interview Questions

  • What is the price of a 1-day Call Option on Citi stock struck at-the-money?   Answer Question

Other Interview Reviews for Citi

  1.  

    Quantitative Analyst Interview

    Anonymous Employee
    No Offer
    Positive Experience
    Difficult Interview

    Application

    I applied through college or 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

    • 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.   Answer Question
  2.  

    Quantitative Analyst Interview

    Anonymous Employee in New York, NY
    No Offer
    Difficult Interview

    Application

    I applied online. I interviewed at Citi (New York, NY).

    Interview

    First phone interview: tell me about yourself for 1 min. Then math and computing problems. I think I had a poor line for phone interview, especially those numbers and algorithms. I was really frustrated about that.

    Interview Questions

    • Tell me some algorithms about recursion and sequence. Game theory is about distribution and the second one beat me in addition to the t-distribution.   1 Answer
  3. Helpful (5)  

    Quantitative Analyst Interview

    Anonymous Employee in New York, NY
    No Offer
    Neutral Experience
    Difficult Interview

    Application

    I applied through college or university. I interviewed at Citi (New York, NY).

    Interview

    The first round interview was a one-on-one technical interview. Calculus and programming questions were asked. The second round interview was a big day with directors in the fixed income group. They interviewed with me while still doing jobs on their computers. Most problems are math, programming or brain teaser problems. There was also a math test with calculus, linear algbra and logic questions. The math test was very hard.

    Interview Questions

    • e^pi and pi^e which is larger   1 Answer
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  5.  

    Quantitative Analyst Interview

    Anonymous Employee in New York, NY
    No Offer
    Neutral Experience
    Difficult Interview

    Application

    I applied through college or university. The process took 3 weeks. I interviewed at Citi (New York, NY) in January 2015.

    Interview

    Applied through school OCR. Went to superday after almost two weeks. People who interviewed were very helpful. They will help you when you are stuck at any problems. Sometimes they will be very strict on your answers if you can not answer it correctly.

    Interview Questions

  6.  

    Quantitative Analyst Interview

    Anonymous Employee in New York, NY
    No Offer
    Neutral Experience
    Difficult Interview

    Application

    The process took 1 day. I interviewed at Citi (New York, NY) in October 2010.

    Interview

    Had a face-to-face interview on campus. Invited to their Superday interview held at their New York office. Had 8 rounds of interviews. Got questions including maths, programming, logic, finance. Tough interview. You need to learn really a lot to prepare for the interview and more importantly, you have to sell yourself and make them like you. Did not get the offer.

    Interview Questions

  7. Helpful (1)  

    Quantitative Analyst Interview

    Anonymous Employee
    No Offer
    Neutral Experience
    Difficult Interview

    Application

    I applied through college or university. The process took 1 day. I interviewed at Citi in February 2010.

    Interview

    I interviewed with four different guys. The fist one asked me resume questions and some easy tech. The second one was horrible, I was asked by many market questions, such as what do you see the US economy in short-term, long term, how do you think of the equity market in the future, etc. The third guy asked me many math and probability questions, very easy, including the classic one (the prob that three random dots in a circle can form a acute triangle). The fourth one went through my programming skills and asked small questions based on different programming languages such as C++, SQL, etc

    Interview Questions

    • What is the probability of forming a acute triangle from three random dots in a circle   2 Answers
  8.  

    Quantitative Analyst Interview

    Anonymous Employee
    No Offer
    Difficult Interview

    Application

    I applied online. The process took a week. I interviewed at Citi.

    Interview

    It was a phone interview consisting of probability and logical question

    Interview Questions

    • You have 100 coins on the table. 10 are heads, 90 are tails. You are blindfolded but you can arrange the coins. How can you make 2 piles of coins with the same number of heads?   1 Answer
  9. Helpful (2)  

    Quantitative Analyst Interview

    Anonymous Employee
    No Offer
    Neutral Experience
    Difficult Interview

    Application

    I applied through college or university. The process took 1 day. I interviewed at Citi in September 2011.

    Interview

    If I have 4 boxes to play with you, under one which there is $100. Every time you play you have to pay $x .How much should x be so that the game is fair. You can play as many times as you want.

    Interview Questions

  10.  

    Quantitative Analyst Interview

    Anonymous Employee
    No Offer
    Negative Experience
    Average Interview

    Application

    The process took 2 days. I interviewed at Citi in October 2011.

    Interview

    The intervew process was a part of On Campus Recruiting process. While the interviewer was polite and methodical in his approach, his Math questions were made by him in an impromptu fashion and asked immediately. This was particularly frustrating and unnerving. Since all his questions were not perfect and had some information that was not provided, I was not sure what type of answer he was expecting. All in all, it seemed like one of those interviews in which if you approach to problems coincided with that of the interviewer, your through otherwise you are not regardless of your scholarly potential

    Interview Questions

    • Solve the Brownian motion SDE on paper. Here is the starting equation.   1 Answer
    • Derive "uv" integral rule from any differentiation identity you remember. You can use only "basic" identities and no "advanced" calculus in your derivation.   2 Answers
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