I applied through a recruiter. I interviewed at UBS (New York, NY) in Jun 2009
Interview
One phone interview that was very technical in nature. Once that was passed, I was flown from California to the east coast for the in-person interview. That was about 8 hours of pure technical questions on C++ and quant finance. I did well on most of it, but since I had a pure math background which involves little to no programming, my programming was weak and was only whaty I could get from reading a book with noi actual programming experience. They gave me a chance to brush up and then sent be a take home programmign exam that I did well at. Then they offered me a specially set up "inter' positions that was actually a very well paid consulting role that lasted about 9 months. I was then offered a full time role. There was also a take home quant finance exam that needed to be returned the next day, but that is no longer done there.
Interview questions [1]
Question 1
Now I consider it trivial, but at the time I had not studied enough quant finance to have come across Breeden-Litzenberger results for constructing the pdf for the terminal value of an asset at some point in the future.
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
