I applied through university. The process took 2 days. I interviewed at Citi (New York, NY) in Oct 2010
Interview
I was interviewed by 3 interviewers for a total of one and a half hours, half an hour per person.
2 of the people was talking to me about general question, understand me, my resume and my background. There was no scenario or personality kind of questions. There was 1 person who asked several technical questions. He asked about math and statistics questions and several questions to test on your ability to comprehend different kinds of risk.
Interview questions [1]
Question 1
2 players. 50 coin toss. Heads u win a coin from him, tails u lose one to him. With 50 coin tosses, how many coins does each person has to start with to give a 1% chance of someone losing all his coins.