Citi Quantitative Analyst Interview Questions

Updated 1 Oct, 2014
Updated 1 Oct, 2014
21 Interview Reviews

Interview Experience

Interview Experience

33%
46%
20%

Getting an Interview

Getting an Interview

61%
24%
14%

Interview Difficulty

3.3
Average

Interview Difficulty

Hard

Average

Easy

21 Candidate Interview Reviews Back to all interviews

Sort: Popular Date Difficulty

 

Quantitative Analyst Interview

Anonymous Interview Candidate in New York, NY (US)
Anonymous Interview Candidate in New York, NY (US)
Application Details

I applied through college or university – interviewed at Citi.

Interview Details

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
No Offer
Neutral Experience
Difficult Interview

Other Interview Reviews for Citi

  1. 1 person found this helpful  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in Buffalo, NY (US)
    Anonymous Interview Candidate in Buffalo, NY (US)
    Application Details

    I applied online. The process took 3 weeksinterviewed at Citi in July 2014.

    Interview Details

    phone interview and on site interview, in about 2 weeks. questions are easy. and in about another week got the offer. the whole process was professional, and since this is an entry level job, only requires fixed income security knowledge and high GPA

    Interview Questions
    Accepted Offer
    Easy Interview
  2.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in New York, NY (US)
    Anonymous Interview Candidate in New York, NY (US)
    Application Details

    I applied online – interviewed at Citi.

    Interview Details

    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.
        View Answer
    No Offer
    Difficult Interview
  3.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Application Details

    I applied online. The process took a weekinterviewed at Citi.

    Interview Details

    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?   View Answer
    No Offer
    Difficult Interview
  4. Is this helpful? The community relies on everyone sharing – Add Anonymous Interview Review


  5.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Application Details

    I applied through college or university. The process took 2 weeksinterviewed at Citi in February 2013.

    Interview Details

    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
    No Offer
    Neutral Experience
    Difficult Interview
  6.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Interview Details

    First round on campus, 2nd one would be offsite

    Interview Questions
    • A lot of fit questions. How quant do you think you are compared to your classmates, etc.
      Easy math question given 2 sides of a triangle what is the range that the 3rd side can be.
        View Answer
    No Offer
  7.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Application Details

    I applied through college or university – interviewed at Citi in September 2012.

    Interview Details

    All are brainteasers. Questions are easy but I was not well prepared. It is about basic rolling dices problems, which involes calculation of expectation, probability and conditional expectation

    Interview Questions
    • Please try to be as detailed as possible regarding the technical question, business case, etc.   Answer Question
    No Offer
    Average Interview
  8.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate in Philadelphia, PA (US)
    Anonymous Interview Candidate in Philadelphia, PA (US)
    Application Details

    I applied through college or university. The process took a dayinterviewed at Citi in September 2012.

    Interview Details

    First round on campus interview, went through my resume. Ask me what programming language I‘m most familiar with, why I'm interesting in this position. Ask me whether I paid attention to financial news, some questions about European economic crisis. Ended with two brainteser, the first one I dind't quite understand, the second one is easy.

    Interview Questions
    • Burn two ropes, one needs 60 minus, another needs 30. How to get 45 minus time.   View Answers (2)
    No Offer
    Positive Experience
    Average Interview
  9.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Interview Details

    Behavioral interview and technical interview.

    Interview Questions
    Negotiation Details
    hardly any room
    Accepted Offer
  10.  

    Quantitative Analyst Interview

    Anonymous Interview Candidate
    Anonymous Interview Candidate
    Application Details

    The process took 2 daysinterviewed at Citi in October 2011.

    Interview Details

    The intervew process was a part of On Campus Recruiting process. While the interviewer was polite and methodical in his approach, his Math questions were made by him in an impromptu fashion and asked immediately. This was particularly frustrating and unnerving. Since all his questions were not perfect and had some information that was not provided, I was not sure what type of answer he was expecting. All in all, it seemed like one of those interviews in which if you approach to problems coincided with that of the interviewer, your through otherwise you are not regardless of your scholarly potential

    Interview Questions
    • Solve the Brownian motion SDE on paper. Here is the starting equation.   View Answer
    • Derive "uv" integral rule from any differentiation identity you remember. You can use only "basic" identities and no "advanced" calculus in your derivation.   View Answers (2)
    No Offer
    Negative Experience
    Average Interview

Work at Citi? Share Your Experiences

Citi

 
Click to Rate
or

The difficulty rating is the average interview difficulty rating across all interview candidates.

The interview experience is the percentage of all interview candidates who said that their interview experience was positive, neutral or negative.

Your response will be removed from the review – this cannot be undone.