Citi Quantitative Analyst Interview Questions
& Process
Real candidates share what happened, how many rounds they had,
and how the experience turned out.
Based on 89 interview experiences · FREE TO READ
Candidate interview experiences
First-hand accounts from people who interviewed at Citi.
Citi
Quantitative Analyst
Entry Average Positive experience No offer 2 rounds
Interview process
Recruiter call Technical screen
Interview formats
Technical
It was a good overall experience. HR reached out a few months after I applied. The interview was pretty basic quant maths, covering probabilities, linear algebra, and calculus. The interviewer was helpful and gave hints when I got stuck.
Confirmed questions3 questions
- Could you answer some basic quant maths questions regarding probabilities?
- Could you answer some basic quant maths questions regarding linear algebra?
- Could you answer some basic quant maths questions regarding calculus?
Citi
Quantitative Analyst
Intern Easy Neutral experience Accept offer 4 rounds
Interview process
Recruiter call Technical screen Onsite
Interview formats
Case Behavioral Technical
First round was an interview and then straight to Superday. Superday had 3 interviews, each 20 mins long, all done in 1hr. The formats were case study, behavioral, and technical. The case study was identical to ones seen on Reddit.
Confirmed questions4 questions
- Can you tell me why you are interested in Citi?
- We had a case study where we needed to do portfolio allocation based on an investment mandate using provided assets.
- There were a few easy technical questions.
Citi
Quantitative Analyst
Mid Average Positive experience No offer 2 rounds
Interview process
Recruiter call Take home Technical screen Technical screen
Interview formats
Behavioral Technical Coding
Applied online, then took a behavioural test and wrote an essay on a recent market event. After that, I had two technical interview rounds, covering topics like stochastic calculus, Linear Regression, and programming concepts like Binary search trees and Hash maps.
Confirmed questions1 question
- Could you explain Lasso regression and provide its derivation?
Citi Quantitative Analyst Interview Questions
Quoted word for word from Citi interview reports.
“What's the probability of flipping a coin and getting 10 heads consecutively?”
Read reports →“There are 7 fair coins and 1 double headed coin. If I pick a coin at random and toss it three times, getting heads each time, what is the probability that I picked the double headed coin?”
Read reports →“Given the R-squared values from regressing Y on X1 and Y on X2 separately, what is the possible range for the R-squared of regressing Y on both X1 and X2?”
Read reports →“Consider a game with two players, A and B, where they flip a coin and the first one to get heads wins. What's the probability that player A wins?”
Read reports →“What is the expected change in a call option's delta as expiration approaches, and how does the delta change if the underlying asset price increases?”
Read report →“Given a $3 imes 4$ grid, if you can only move one step right or down at a time, starting from the top-left corner, what is the total number of distinct paths you can take?”
Read report →“In Python, what do you call methods that share the same name but accept different arguments?”
Read report →“How does the delta of a call option vary with respect to time to maturity and the underlying asset price?”
Read report →“Given a dovish comment from the Fed, how would the S&P, bond yields, and the US dollar's value against other currencies react?”
Read report →Formats, difficulty and experience
Across all 89 Citi interview reports.