Had a phone interview with the manager of the team. Interview was mix of simple OO questions (inheritance, libraries I have used) and simple finance questions (option greeks, implied volatility). Line was really bad, even had to put my phone on full loudspeaker to try to understand the other guy. It was tough and stressful as half the words were muffed (he didn't have problems understanding me it seems). Anyway, I got to second round still. Second interview 2 days later was onsite to meet 5 people in total, starting with a live written test on one of the strategist desk. Written test was to explain a binary tree structure and write a traversal method. I struggled too hard on those questions and was politely told after 40 min that the interview was over. Didn't see the other guys. I never studied binary trees before so I was definitely at a disadvantage. For my defense though binary trees were not mentioned during the phone interview, so I didn't suspect that kind of question to come up. But like I said the line was really bad during the phone interview so maybe they did mention it after all, I will never know. Later I re-wrote the test at home from memory and got my code to work. It wasn't too hard in the end, you just need to work on it a little before to understand this type of logic.