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.

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.