i got first round interviews with places like merrill, goldman and lehman, but i got rejected outright from citi, wachovia, HSBC and bear stearns.... kinda strange. also i feel bit more pressured because SA positions at the above firms are more competitive.
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You find no real rhyme or reason to the process - your situation is common and really doesn't surprise me.
Remember the people saying yes or no to your applicationa re still human, thus biased. What works for one, two or three even, does not work for the other three.
maybe your resume is too good (4.0 gpa, we, ee, etc.) and hr at those banks don't think they have a real chance of getting you =P
As soon as possible meet with someone who knows how to interview well and can give you good criticism on your interview style. While it could just be that you've been unlucky with these banks, it would also be good to investigate if you have room for improvement.
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