I applied online. The process took 3 weeks. I interviewed at KBRA (New York, NY) in Feb 2022
Interview
First round phone screen, second round with a senior associate and director, third round with department director. Great experience, mainly asked about my background, why I thought I'd be a good fit for the job, what sorts of things am I looking for in this opportunity. No intense technical round which was a pleasant surprise, mainly asked in depth questions about past projects to get a good grasp of skills and experience.
Interview questions [1]
Question 1
What sorts of financial data have you worked with? Have you ever worked with Gaussian Copulas.