I applied online. The process took 1 week. I interviewed at J.P. Morgan (London, England) in Dec 2012
Interview
Phone Interview, supposedly 45 minutes , took 1 hr 15min. Mostly relatively simple technical questions about stochastic calculus , derivatives, probability, some mental maths, and some C++. Interviewer also asked me about my background and motivation ("So Tell me about yourself")
Interview questions [1]
Question 1
What is a 'pure virtual function'? - Was the only difficult one for me as I am not as familiar with C++ as other languages. :/