I applied online. The process took 2 weeks. I interviewed at Morgan Stanley in May 2015
Interview
I applied through the online portal. First round was just a phone interview. After a casual chat, the interviewer asked me to talk a bit about myself highlighting things that I think is relevant. Then he asked technical questions to test my knowledge in the subject matter. He did not ask any industry related questions.
Interview questions [1]
Question 1
What does it mean for two events to be independent?
What is a swap and how do you price it?
Difference between passing by value and passing by reference. (C++)
I applied online. The process took 1 week. I interviewed at Morgan Stanley (New York, NY) in Feb 2015
Interview
Applied online then asked to take the Quantitative Finance Exam which contains math, financial math, programming and finance. 70 questions in 60 minutes all multiple choice. Programming questions are in Java or C++, you have a choice. The questions were not hard but takes time to compute. Impossible to finish. Wrong answer gets points deduction.