I applied online. The process took 2 weeks. I interviewed at J.P. Morgan in Nov 2014
Interview
Applied online and passed the numerical reasoning test. I then went on to the phone interview stage. The interview lasted 40 minutes and in my opinion it didn't go well. Although, my interviewer had read my application, based on some of the questions asked, they had not understood what I had done for my PhD thesis. This resulted in a frustrating experience where, at numerous times, either I or they were confused. Needless to say, I would be extremely surprised if I got an offer.
Interview questions [1]
Question 1
What are some standard boundary conditions for a differential equation.
No online test, just 2 weeks after the submission of application, I got the email telling me to choose a time slot for the first round interview. The interviewer is a guy focusing on coding works, so he asked me many questions about coding, which I didn't expect.
Interview questions [1]
Question 1
Design an algorithm to find the maximal sum of sub-sequence of a given sequence
I interviewed at J.P. Morgan (Londres, Inglaterra)
Interview
one or two telephone interview -- brainteasers, probability, statistics, quantitative questions, and about your dissertation; if successful, then four to five 45-50 minutes face-to-face interviews. Technical questions on applied maths, particularly probability, stochastic process, stochastic calculus, numerical analysis, etc. As you can expect, it will be on the maths that is used in pricing/hedging derivatives.
Interview questions [1]
Question 1
No extremely difficult or surprise questions; if you have sufficient background in quantitative techniques, particularly applied maths and you are well prepared, everything should go well.