J'ai postulé en ligne. Le processus a pris 4 semaines. J'ai passé un entretien chez Citi (Los Angeles, CA)
Entretien
Basically behavior question, with few probability question. It is a 30 minute phone interview for summer internship. it doesn't contain any tough math question as expected, but get asked on understanding option pricing formula and greek.
Multiple phone interviews. Questions were about stochastic analysis, such OU process, ito formula, change of numeraire, black scholes model, risk neutral pricing, finite difference methods, etc. Also asked about past research experience.
J'ai postulé via un établissement d'enseignement supérieur ou universitaire. Le processus a pris 2 semaines. J'ai passé un entretien chez Citi (New York, NY) en nov. 2017
Entretien
first, interviewed with a MD at school for about 30 min. followed by 1 programming test, 1 quick math test, and 3 face to face interviews on the super day.
Questions d'entretien [1]
Question 1
resume related, options and BS model, and an case study
J'ai postulé en ligne. J'ai passé un entretien chez Citi (Londres, Angleterre)
Entretien
Applied on website. Got a face to face interview which went through various technical questions. They were relatively standard for the industry and for someone who's done a PhD in a quantitative subject.
Questions d'entretien [1]
Question 1
Various black scholes / stochastic calculus questions. Standard stuff.