first give a simple introduction about yourself and ask me two problems, one is about the algorithm, another is about probability.Probability question is not hard but you have to be careful.

Applied online. Was invited to come along for an interview. I was left waiting in the conference room for about twenty-five minutes, so bring a good book. Two of the team came in and introduced themselves without apology. Fine, we went through some basic probability questions, Taylor expansions, a few simple mathematics questions. After 45 minutes another two members of the team came in and asked a few basic financial questions, on bond yields and so on. Eventually I was brought up to see the boss of the team, we chatted for another 45 minutes to an hour. Mostly just reasoning through simple financial topics together (not on paper just a discussion), discussing the company and each of our backgrounds. The boos seemed to suggest the application would progress further, he spent a few minutes talking about the next stage. However I never heard anything from the company again, and a polite question to HR a month later about the status of my application was not acknowledged. I got the impression that several of the people I talked to were not happy with the company. The interview seemed quite disorganized with several people apparently surprised that they were supposed to be interviewing me.