I applied through a recruiter. The process took 6 weeks. I interviewed at Bridgewater Associates (Stamford, CT) in Feb 2012
Interview
Bridgewater has a long, thorough, detailed candidate process. They go through many rounds of phone screens before you will go in to see anyone in person. They are keenly interested in finding candidates who will challenge status quo, never be satisfied with anything and always are willing to question a solution, no matter how long it's been successfully in place.
Interview questions [1]
Question 1
After spending an hour discussing a potential architecture, the interviewer demanded a proposed architecture, despite no providing enough details to give a good answer. Even explaining that there wasn't enough information to provide an answer, the interviewer insisted. Couched with caveats about it being based on not enough data, I provided a proposal and was summarily skewered for doing so.
