applied online, wait more than a month to get interview invitation. stay nyc office almost a whole day, since they arranged me to meet two different groups, one meet in the morning, another one in later afternoon. but both interviews are quite enjoyable. one about behavior questions, the interviewer is very respective. another one is full of technical questions, probability, stochastic process, (partial) differential equations, linear algebra, numerical methods, little bit mathematical statistics, etc. with their hints, most questions are solved.
Interview questions [1]
Question 1
questions are quite standard, but cover a lot materials.
I applied through college or university. The process took 1 day. I interviewed at Wells Fargo (Durham, NC) in Jan 2013
Interview
Two interviews. The first one is in a hotel conference room, they ask questions related to probability, statistics, linear algebra and basic mathematical calculation (integration, solving differential equations) etc.etc. The second interview is onsite. More questions will be asked.
Interview questions [1]
Question 1
Explain what's the rank of a matrix and it's function
Just one phone interview for an hour. 1-2 behavioral question and technical questions covering Monte Carlo, ODE, stochastic calculus, linear algebra, measure, computation...