They sent me a coding challenge made of 3 tests and a small essay. The tests were on algorithms while the essay was on a previous quantitative project. The test was recorded and you had to explain the algorithms on video.

First round interview (telephone) : - CV walkthrough - Thesis walkthrough - Probability questions (expectations, coin machine, etc.) - Some basic C++ questions (OOP, virtual function, ..) Second round interview (telephone) : - More probability questions - Harder C++ OOP questions - How to price EU and Am options using binomial trees - How to price a barrier option using Monte Carlo simulation Interviewers were very friendly