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Citigroup Quantitative Risk Analyst Interview Questions and Answers
1 interview found
Anonymous
Selected
I was interviewed before Apr 2023.
1 Interview Round
Technical Round (3 Questions)
- Q1. Difference VaR and ES View Answers (1)
- Q2. List array difference View Answers (1)
- Q3. Arch and garch models Add Answer
Skills evaluated in this interview
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I applied via Company Website and was interviewed in May 2024.
1 Interview Round
Technical Round (6 Questions)
- Q1. What is VaR how to calculate View Answers (2)
- Q2. How to calculate VaR for Bonds View Answers (2)
- Q3. What is yield is it same as coupon View Answers (2)
- Q4. If you want to check if an OLS is best fit how would you quantify View Answers (1)
- Q5. If there are 2 time series model how to check if both have same distribution View Answers (1)
- Q6. Is duration adjustment always +ve or -ve View Answers (1)
Satyajeet
I applied via Referral and was interviewed in Aug 2024.
1 Interview Round
Assignment Round
Dataset and goal of the assignment was shared. Python coding and explanation in ML was expected.
Interview Preparation Tips
Selected
I applied via campus placement at Indian Institute of Technology (IIT), Kharagpur and was interviewed before Dec 2023.
2 Interview Rounds
Aptitude Test Round
20 questions 1 hour on basic math
Coding Test Round
2 questions on DP and Graphs
Interview Preparation Tips
I applied via Company Website and was interviewed in Feb 2024.
1 Interview Round
Technical Round (1 Question)
- Q1. 1) What is attention mechanism (since it was mentionned in my resume) 2) What is the sde of the Heston model? 3) What is implied volatility? 4) What is PCA (mac...read more View Answers (2)
Interview Preparation Tips
Skills evaluated in this interview
Selected
I applied via LinkedIn and was interviewed before Jul 2023.
2 Interview Rounds
One-on-one Round (2 Questions)
- Q1. Fixed income fundamentals Add Answer
- Q2. Previous job functions Add Answer
One-on-one Round (2 Questions)
- Q1. Previous job functions Add Answer
- Q2. Role in decision making View Answers (1)
Selected
I applied via Company Website and was interviewed in Apr 2023.
2 Interview Rounds
Resume Shortlist Round
Technical Round (3 Questions)
- Q1. Walk me through your resume View Answers (1)
- Q2. Why this particular role View Answers (1)
- Q3. Why do you want to join us View Answers (1)
Interview Preparation Tips
1 Interview Round
Technical Round (1 Question)
- Q1. Past project experience View Answers (1)
lemonnier hugo
I applied via Company Website and was interviewed in Sep 2024.
1 Interview Round
Coding Test Round
It was coding test where you can choose the language (python,C etc )
Interview Preparation Tips
Selected
I applied via Simplify and was interviewed before Jul 2023.
1 Interview Round
One-on-one Round (2 Questions)
- Q1. Tell me about your previous experience Add Answer
- Q2. Have you ever worked with machine learning algorithms? View Answers (1)
Skills evaluated in this interview
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