Citi Quantitative Analyst Interview Questions | Glassdoor

Citi Quantitative Analyst Interview Questions

Updated Feb 23, 2017
49 Interview Reviews

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Helpful (1)  

Quantitative Analyst Interview

Anonymous Employee in New York, NY
Accepted Offer
Positive Experience
Difficult Interview

Application

I applied online. The process took 2 weeks. I interviewed at Citi (New York, NY) in December 2016.

Interview

My process included two rounds: a phone interview followed by a final round superday.

First round phone interview was all quantitative questions: one programming question, one options question, fixed income questions, and probability questions.

Second round had a programming test, written math test, then four interviews.

Interview Questions

  • One question I remember from the Superday was the St. Petersburg paradox.   1 Answer

Other Interview Reviews for Citi

  1.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    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. Helpful (4)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    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
  3.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in New York, NY
    No Offer
    Positive Experience
    Difficult Interview

    Application

    I applied through college or university. I interviewed at Citi (New York, NY) in March 2015.

    Interview

    interview on campus and after one day I got the email to attend the super day in New York. The process is very smooth. The super day is very intensive. Very difficult.

    Interview Questions

    • tons of probability questions and programming questions. Only a few behavior questions.   Answer Question
  4. Is this helpful? The community relies on everyone sharing – Add Anonymous Interview Review


  5.  

    Quantitative Analyst Interview

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

    Application

    I applied through an employee referral. The process took 2 weeks. I interviewed at Citi (New York, NY) in January 2015.

    Interview

    HR phone interview, director phone interview, followed by an onsite super day of 7 rounds. Super day started with a 30minute math test, followed by 6 interviews with potential teams, and questions varied depending on the interviewer. Some interviewers were very technical, some asked consulting-type brainteasers, and some just wanted to know what kind of person I was.

    Interview Questions

    • What is one thing that you'd like to share that's not on your resume?   Answer Question
  6.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate 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

    • differences between queue and stack.   1 Answer
  7. Helpful (6)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate 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
  8. Helpful (1)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate 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
  9.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    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
  10. Helpful (2)  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    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

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