Ho presentato la mia candidatura tramite l'università. La procedura ha richiesto 2 settimane. Ho sostenuto un colloquio presso Citi (New York, NY) nel mese di nov 2017
Colloquio
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.
Domande di colloquio [1]
Domanda 1
resume related, options and BS model, and an case study
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.
Ho presentato la mia candidatura online. Ho sostenuto un colloquio presso Citi (Londra, Inghilterra)
Colloquio
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.
Domande di colloquio [1]
Domanda 1
Various black scholes / stochastic calculus questions. Standard stuff.
