I applied through a recruiter. The process took 2 days. I interviewed at KCG (London, England) in Mar 2015
Interview
Phone call. A few questions regarding my academic background and statistical/programming skills. Some questions about regression and probabilistic computations. And two easy brain teasers. The biggest problem was the terrible spoken English of the interviewer. Phone interviews are already problematic sometimes regarding communication, but this interviewer's accent was so bad I spent more time figuring out what he wanted to ask than answering the questions. Very disappointed by this.
Interview questions [1]
Question 1
How do you check if your regression parameters are significant? Given a number's prime number decomposition, how many ways are there of factorizing it into two different factors?
Went through two rounds of phone interviews. The first one was easy, asking basic statistics question. Then discussed generally about my interests in this position. In the second phone interview, its mainly talked about past relevant experiences and academic knowledge, e.g. whether I know anything about machine learning, any computing knowledge on it.
Interview questions [1]
Question 1
What is a linear regression model, how to estimate parameters, when to use it?