I applied online. The process took 3 weeks. I interviewed at J.P. Morgan (London, England) in Nov 2011
Interview
Technical interview on phone. I got three questions, one analysis, one probability, one finance/mathematical finance. In general they were not particularly difficult questions, but unfortunately I had not prepared for the interview properly. I could figure out the answer to the analysis question, but took me a few minutes and some guidance. Since that was the very first question, I didn't make a good impression I guess. So it didn't really make a difference that I could answer the remaining two confidently.
Interview questions [2]
Question 1
Q: Assume you want to get from city A to city B. There are three roads you can choose uniformly from. However only one road leads actually to city B, which takes 2 hours. The other two roads end up in city A again and both are 1 hour long. Given that you don't know which road you took, If you return to city A (i.e. you have to choose uniformly a road again), what is the expected time to get to city B?
Q: A function f(x) is defined as the integral of another function h(x, t) with respect to variable t. The integration interval is [0, g(x)]. What is the first derivative of f (clearly with respect to x)?