This whole process took around two months, and I had four rounds interviews. The first two were with the hiring manager and one of the team members. The last two were with the directors of this team.
This whole process was quite pleasant and people were nice. Most of the questions were resume-based and typical interview questions.
Interview questions [1]
Question 1
Coding questions: sql(live coding), oop, python(iloc vs loc, yield)
Statistics: ols assumption, q-q plot, machine learning, train model with data of small data size
Behavioral questions...
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