I applied through college or university. The process took 4 weeks. I interviewed at Morgan Stanley in Nov 2013
Interview
I had to take a written test first. The subjects covered are very broad even though each question is not too deep/complicated. Most of the questions were from stochastic analysis, finance (e.g. put-call parity), linear algebra, statistics/econometrics. There were also sections on Java and C++ and you had to choose one of these.
2 weeks after the written test, I heard back saying I passed it and that I will have a phone screen. The phone interview was with a strats associate and it was quite pleasant. Asked a few questions about myself/resume, then a few questions on stochastic analysis, statistics/probability, and programming (not complicated).
Interview questions [1]
Question 1
Basic stochastic analysis and probability questions. No brain teasers.
The process took 1 day. I interviewed at Morgan Stanley in Feb 2012
Interview
I applied online. Then got an email asking me to take a written exam on campus. I passed the exam, then got two phone interviews. For the second interview, tt was a pleasant experience. The interviewer asked some brainteasers, some probability question, and one algorithm problem. I did pretty well during the interview.
Interview questions [1]
Question 1
How to write a program calculating the Fibonacci number?
The process took 4 weeks. I interviewed at Morgan Stanley in Jan 2011
Interview
It was a second round of interview after I cleared round 1. There were 2 interviewers, one was nice while the other one seemed arrogant. They directly went ahead with probability and calculus questiosn. I could answer 3 out of 4 questions and did not get the offer.
Interview questions [3]
Question 1
How do u generate uniform random numbers on a circle starting from uniform(0,1) numbers.
You have a cube and an ant is performing a random walk on the edges where it can select any of the 3 adjoining vertices with equal probability. What is the expected number of steps it needs till it reaches the diagonally opposite vertex