Citi Senior Quantitative Analyst | November 2021

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AnonymousAugust 12, 2022, 02:29 AM
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Company: Citi

Location: London, United Kingdom

Role: Quantitative Analyst

Level: Senior

Outcome: Rejected

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 round : basic math and finance question, then a second round with more specific questions about change of numéraire, products and models. C++ question also with some algorithmic questions and finally some brainteasers

What interview questions did they ask?

First round : basic math and finance question, then a second round with more specific questions about change of numéraire, products and models. C++ question also with some algorithmic questions and finally some brainteasers

I
Ichimoku
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Fibonacci
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Ichimoku
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Fibonacci
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