I applied online. I interviewed at UBS (London, England) in Feb 2016
Interview
basic statistics. focus on the basic problems, basic math and C++ programming. If you really want the job, you should show your thinking process to the interviewer.
Interview questions [1]
Question 1
1) how to code a moving quantile function efficiently
First was HR call to talk about CV and experiences. Second was call with someone from the team. Asked about relevant experience on the products that the desk is dealing. If you are prepared, quite easy to pass.
