I applied in-person. The process took 2 weeks. I interviewed at UBS in Aug 2015
Interview
Applied directly to the team head. First casual interview about the position and then a technical interview with the whole team (5 people). Technical interview lasted about 1h45. After the technical interview the background check (vetting) was performed by the HR department. In total it lasted about 2 weeks in total.
Interview questions [1]
Question 1
How would you develop a credit rating tool? Technical stuff about my previous job experience. Minor programming questions (i.e. how would you join two tables)? A bit of statistics.
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