I applied through university. The process took 3 weeks. I interviewed at Lazard (New York, NY) in Sep 2018
Interview
1 HR screening followed by 5 rounds of interviews in same day
Standard walkthrough of resume followed by some data science questions
One of the VPs asked about the monty hall door problem lol
Interview questions [1]
Question 1
describe MCMC sampling process
what is a linear regression trying to explain?
There's one phone screening with experience and technical questions, a take-home assignment to build models for financial data, and a final round with three back-to-back interviews (1 manager, 2 technical/coding). Did not hear anything back after the final round. No rejection email.