The process took 2 days. I interviewed at Morgan Stanley in Feb 2012
Interview
The initial interview starts with conversation with hiring manager for two rounds. After that, more than six 1:1 interviews were scheduled in one day with approximately one hour per interviewer.
The questions start from very basic math, programming questions to ad hoc questions regarding math models when the interviewer browsed resume. I was expecting more questions on FX, financial products, derivatives and trading strategies, however, 99% of the questions are math and computer programming related. They expected not only you know the concept but also master the concept.
Interview questions [2]
Question 1
How do you mathematically define xxxx (cannot give more details as it may break privacy policy)?