I had three separate interviews with senior members of the unit I applied to. The role was for the ABS unit and the questions thrown at me suggest they were primarily interested in a statistician with coding abilities. I believe I did pretty well on the interview and I got positive feedback from the recruiter. While waiting for the next round of interviews, I got an email fro the recruiter saying that the role was no longer available.
Interview questions [1]
Question 1
What is the difference between R squared and Adjusted R squared? Describe the procedure for computing PCA. What is the difference between a Class and an Object?
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