The process took 1 day. I interviewed at Citi (New York, NY) in Nov 2009
Interview
Just focus everything on my resume. Nothing else. For example, they see I am a CFA level III candidate, then they ask do you know bond? what's the duration of a zero coupon 10 years bond and what's the duration if this bond has coupon. Why you want to choose this kind of job, you know, this job will be quite busy and exhausted.....
medium difficulty, asked regular quant questions, math, computer science and all that, regular quant questions, math, computer science and all that, not that difficult, rejected by them in the end
Interview questions [1]
Question 1
regular quant questions, math, computer science and all that
Medium. Memorize the green book and be fast at mental math and be articulate. Be able to answer simple probability questions and stats stuff. they like people who can speak English and are coherent when talking through ideas
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