I applied online. The process took 3 weeks. I interviewed at MSCI in Oct 2015
Interview
The process was divided into 5 steps:
1) phone call with the HR.
2) phone call with the manager and the VP (1h).
3) 3 days test with 3 exercises to solve using matlab and Excel.
4) "spec test": they send an email with a paper that you have to read in 1h, then they call you for the interview.
5) Last interview with the "big boss".
Interview questions [1]
Question 1
How can you evaluate VaR by using Monte Carlo techniques?