5-6 rounds - mix of coding, probability puzzles, resume and finance. Standard questions on dynamic programming, questions on binary search (searching for an element in bitonic array, basic dynamic programming like maximum sum to reach the last cell). Some questions on option pricing, greeks and trading of structured products.
Questions regarding CS, Math and a case study
Pretty basic leetcode question, variation of trapping rain water
They mainly asked about parsing methods, how to effectively parse a json like object.
Why Citi? Case study where we have to do portfolio allocation based on investment mandate using given assets. Few easy technical questions and few behavioral questions.
Tell me about your background
Write ols in python using numpy
Formal maths & puzzles + hackerrank.
Functions in Cpp programming language. Brain teasers etc. Average Quant style interviews.
Asyncio, Multithreading, decorators, DSA and system design
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