Citi Quantitative Analyst Interview Questions | Glassdoor

Citi Quantitative Analyst Interview Questions

Updated Sep 14, 2017
54 Interview Reviews

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Helpful (3)  

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
    No Offer
    Positive Experience
    Difficult Interview

    Interview

    I applied online and got a first round phone interview where some basic behavioral and technical questions were asked. Then I was invited to NYC for a super day which consists of a math (half an hour) and programming test (one hour), then followed by 4 face to face interviews. Overall the people are great and chill, very nice experience.

    Interview Questions


  4.  

    Quantitative Analyst Interview

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

    Application

    I applied online. I interviewed at Citi (New York, NY) in February 2017.

    Interview

    First Round: Phone call for 30 min, basic probability questions and some probability questions.
    Final Round: 4 round of interviews in NYC office, along with 30 min math test and 1 hour programming test.

    Interview Questions


  5.  

    Quantitative Analyst Interview

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

    Application

    I applied online. The process took 3 weeks. I interviewed at Citi (New York, NY) in March 2017.

    Interview

    It took 3 weeks in total. I got a super day invitation 2 weeks after the 1st round interview. 1st round interview consisted of only 3 questions and took 20 minutes. Super day took 4~5 hours and I took 1 math and 1 programming test prior to meeting 4 interviewers in a row.

    Interview Questions

    • What kinds of sort algorithms do you know? write down Black Scholes formula. Write down coefficients of linear regression   Answer Question

  6.  

    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 1 day. I interviewed at Citi (New York, NY) in December 2016.

    Interview

    applied by a referral got a reply from the Hr who scheduled an phone interview with a member of the quant team. the guy was not very nice and was talking like a robot (not a very human experience)

    Interview Questions

    • what algorithm could you propose fro sorting positive or negative integers from a set?   Answer Question

  7.  

    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
  8.  

    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

  9.  

    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

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