I applied through university. I interviewed at Moody's (Los Angeles, CA) in Mar 2016
Interview
The interviewer called me and gave a brief intro of himself and the quantitative research group. Then generally went over my resume and a few slightly more technical questions. He went over resume quite in detail, so you should probably know what you put on your resume well. For example, if you write on your resume that you used a model in your previous work, then he would ask a lot of details on that model such as the assumptions you used and why.
Interview questions [1]
Question 1
What is polymorphism?
If you have N bonds, each can either default or not default, how many possibilities are there?
I applied online. The process took 4 weeks. I interviewed at Moody's in Mar 2016
Interview
3 rounds. first round with an associate director. second round with an analyst and an associate director. third round with a director. some of them from new york team and others from san francisco team. all phone calls. each round lasts about half a hour. interviewers are friendly. the questions are about your resume and some basic tech questions. not very difficult.
Interview questions [1]
Question 1
walk me through your resume. then interviewer will go further and ask about your projects and previous experience. for technical part, basic probability and regression problems.