I applied through a recruiter. The process took 1 week. I interviewed at UBS
Interview
I'll be short, and try to only state facts. I was given an offer within a week of the first interview because they I knew I had another pending offer, and UBS successfully convinced me that their position is amazing. I turned the other one down, arrange my PhD defense date, purchased the literature and software they suggested me to practice with before the start. Kept getting positive emails from them. And then got a call that they no longer need me, right after my defense.
Interview questions [1]
Question 1
Standard reasonable questions about c++, stochastic calculus, probability, volatility.
Take home exam on data analysis and statistical inference, and then two rounds technical interviews, mostly probability and classical statistics and machine learning. Some simple algorithm questions done verbally too.
First round was panel Interview with 2 people, Ask questions on Statistics and resume. One was the VP of the team and other was regional manager. The Interview was not that difficult. But then I was ghosted. There was no reply from either HR or anyone else, I tried contacting them several times
