It’s easy to feel rejected, inadequate. Let’s consider the other side.
– I didn’t fail at GS. I tried transfer (and passed) so one (of 3) mgr gave me that review to block me.
– I didn’t fail at GS. Many strong developers were let go, but I was retained so many times.
– most GS lateral hires fail within 1-2 years

– I didn’t fail at Citi. I avoided feedback. I didn’t want to promise I will stay here.
– I didn’t fail at citi. I attended so many interviews that I was prepared to offend them and get sacked.