There are 2 stages and it took around 1 month to complete. It is a very good interview and the interviews are nice. 1. Phone interview: 45 minutes with 2 people. There are 3 questions. The first one is about expectation and covariance. The second one is to find out the covariance of two Brownian motions. The third one is a coding question. 2. Face to face interview: 3 hours with 2 people. There are a lot of questions about stochastic calculus, probability, Brownian Motion, SDE, Asian option PDEs, volatility models, c++, brain teasers.