I'm not at Citi but I've placed people there and debriefed enough candidates to have a clear picture of what their behavioral rounds assess. I'll be blunt about it.
Citi's behavioral interview structure maps closely to their 'Leadership Standards' framework. You'll see these five themes come up across all levels: Client focus Integrity Collaboration Results orientation Personal accountability
The questions themselves are standard STAR-method prompts. Examples candidates have reported back to me: 'Tell me about a time you had to make a decision without all the information you needed.' 'Describe a situation where you disagreed with your manager's approach. What did you do?' 'Tell me about a time you had to work cross-functionally to deliver something. What was your role?' 'Give me an example of when you flagged a risk or concern before it became a problem.'
The last one is interesting. At a bank, risk awareness isn't just a soft skill, it's a core function. Candidates who have a genuine example of proactively surfacing a risk, even a small one, land much better than people who try to shoehorn a general leadership story.
Another thing: the 'disagreement with manager' question catches a lot of people off guard. They either backpedal ('I don't really disagree, I'm a team player') or go too spicy ('I told him he was wrong and he eventually agreed'). The sweet spot is: you had a genuine disagreement, you raised it through the right channels, you accepted the outcome professionally even if you didn't get your way.
For mid-to-senior levels, also expect questions about building relationships with stakeholders and navigating ambiguity. Those two themes come up constantly in banking environments because the work is complex and cross-functional.
Prep five solid STAR stories before the behavioral round. Make sure at least two involve financial or compliance-adjacent situations if your background allows it.