I applied online. I interviewed at Quantitative Risk Management (Chicago, IL) in Mar 2013
Interview
Got a phone interview screening first. Then had a two hour on-site interview. There are a lot of questions about my education background. We had a very detailed discussion on the materials covered in our courses. Question like Black Scholes model, MLE, and a lot of fixed income derivatives questions.
Interview questions [1]
Question 1
Was asked whether I had experience of some kind of software I have never heard before.
The process took 1 day. I interviewed at Quantitative Risk Management in Aug 2011
Interview
I spoke to two people that asked me several questions about the inner-workings of banks and the risks they take. Browsing the website beforehand did help but not by much.
