Citi Senior Quantitative Analyst | February 2021
Location: Rome, Italy
Role: Quantitative Analyst
When did you have this interview?: Last Week
What steps were in the interview process? How far did you get? What do you think about the overall interview experience?
First you are contacted via phone call by the human resources department, then there is the technical interview with two senior managers. The whole procedure was done via zoom since it id difficult at the moment moving to Budapest.
What interview questions did they ask?
What is a martingale and why it is the building block in finance. Why the Brownian Motion is so important in finance and what are its characteristics. Write down an algorithm for computing the the square root of a number. Differences between Python and C++