Citi Senior Quantitative Analyst | May 2020
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•Anonymous•July 28, 2022•Upvote
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Company: Citi
Location: Rome, Italy
Role: Quantitative Analyst
Level: Senior
Outcome: Declined Offer
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?
4 Steps:
- HR mostly motivational, cv related questions
- 1 hour Technical interview with one employee
- 2 hours Technical and motivational interview with 3 different employees
- 2 house Technical and motivational interview with 3 different managers
What interview questions did they ask?
What is a Brownian Motion ? What is a Martingale ? A lot of Stochastic Calculus related questions, Statistics, Probability too
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