Was initially invited to take the written exam in Minnesota, but ultimately postponed it as I was in the process of moving to London anyways. Reschedules to prior to Christmas. If I recall correctly there was some misunderstanding about how the interview was to progress. I believe I was told there would be a written exam and then a subsequent in person interview a few weeks later if successful. Instead I took the written exam at the office, was successful, and immediately spoke to two junior members of the research team. Anyone looking to interview should obviously be prepared for the entire thing in one go, that was, I think, one of my mistakes. The written exam is tough. I can't recall specific questions in detail (and they seem to keep those rather close to the chest), but the five subjects (Probability, Statistics, Finance, Programming, General Computer Science) were all very evenly studied. You can punt one and maybe two (I punted finance) and get through, but should be able to do well on at least three. The in person was short and I botched it, but standard questions. Again, finance was pretty big here and posed a problem for me. Give yourself plenty of time to prepare in all subjects.

You apply any way you like, usually through a recruiter or on their website. The very first step is a written test. The test is pretty long for the time you have but if you're well prepared it's fine. Then if you pass the test you get through to the first round of interview, which was one on one for my part. Some friends of mine went further in the rounds but I don't know anyone who actually got through. It's a very difficult process because they are extremely picky but if you like brain teasers and interesting interviewers, it's definitely worth a shot.

Probability and statistics written test, with 5-6 questions and sub-questions. Rather difficult overall despite 1 and 1/2 hour available. Unfortunately had to do it in a freezing cold room, which did not help. Some questions relatively approachable, some very difficult. Had minimal feedback and no chance to discuss the answers with the interviewer.