I applied online. I interviewed at Morgan Stanley (London, England) in Dec 2016
Interview
3 Phone Interviews from 3 separate teams (about background, their instruments, software dev --mainly C++, options,)
On site with one team (5 interviews: 1 advanced C++, options and SDEs; 1 Options and Strategies; 1 HR; 1 Scala (!), Brownian Motion/Martingales and brainteasers; 1 chat with another team)