I got a reply after two weeks of submitting my resume and cover letter. First is a short phone interview. The interviewer asked some sorting algorithm and whether I know design patterns or not. Then I got a in-person interview with two members of the quant team. The interview consisted mostly of technical questions on probability, statistics, computer science (especially C++ and OOP), and some financial products. I was definitely under-prepared and had to admit that despite I had relevant eduction in each of these respective areas, it has been too long since I last touched these subjects. The interviews are very nice and pleasant to talk to, in fact, one of the interviewers actually called to let me know that I didn't get the job. Amazingly nice people. I wish I did a better job, though.