I applied through university. The process took 4 weeks. I interviewed at Kroll (San Francisco, CA) in Mar 2010
Interview
The interview process was pretty straight forward. They start off by asking you some basic questions off of your resume followed by some questions on pricing derivatives. They ask tough questions but they are all questions that one should know if they understand the MFE curriculum well.
Interview questions [2]
Question 1
How many simulations would it take to get an accuracy of less than or equal to 1%
Some question about the value of delta of an option given some basic parameter values. This was one of the standard questions you see in "Heard on the street"
