I interviewed with the ERM (Model Risk) group in Capital Markets. The phone screening with the hiring manager went well. The interview took four and a half hours, split into half-hour blocks, lunch in between. By far the most unprofessional experience I've had. The staff were unfriendly and openly arrogant, typical of physics PhDs working in finance who feel the need to punch down. Each person seemed to have a different expectation for the role. The AVP referred to most of the job as "busy-work" and said most of the job would be writing unnecessary documentation after asking me an obtuse series of questions about "proving" that I did work. Weird guy. The other staff asked me a bunch of disjointed technical questions about their particular area of expertise. I have no idea what the job actually would entail- it was simply a long exercise for them to show me how smart they were. Trust me, I was impressed. I think the call center-like atmosphere (sitting on top of one another) contributed to their general antagonism. Definitely a weird experience.

First round is a 15-min HR screening. Asked about some basic information and shared information about the position. Then a 30-min interview with the business team manager. Still some general questions: why this job, do you know default risk modeling, do you know coding... No specific questions. Still waiting for the next round.