Citi Quantitative Analyst Interview Questions
The questions to prepare for a Citi Quantitative Analyst interview. Questions from real interview reports rank first. Updated weekly.
Tests your ability to reason about data structure performance tradeoffs.
CitiTests core algorithmic problem-solving for cycle detection and edge case handling.
CitiEvaluates conceptual understanding of option pricing and awareness of model assumptions.
CitiEvaluates your ability to reduce latency through systems, algorithm, and engineering choices.
CitiEvaluates your approach to volatility modeling and critique of Black-Scholes assumptions.
CitiTests your grasp of risk measurement and practical use cases for VaR.
CitiEvaluates your ability to reason through probability definitions and derivations.
CitiTests your SQL skills for time filtering and aggregation on options trade data.
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