I applied online. The process took 3 weeks. I interviewed at Moody's in Mar 2018
Interview
Phone call with Senior Financial Engineer. No small talk, straight to technical questions on probability, C++, Monte Carlo and Derivative Pricing. Be prepared to back what you put on you resume, and if you can't they will tell you ! I was not prepared and that showed.
Interview questions [1]
Question 1
how many teams of 2 people can you create from 6 people? Difference between Class and Structures, Variance Reduction Techniques, Simulate correlated gaussians etc.