I applied through a recruiter. I interviewed at Deutsche Bank
Interview
first round phone interview, the calls was from London and it lasted approximately an hour. He asked general questions first and lead to technical questions such as characteristics of each products. He was only interested in conceptual answers only, so any detail answers were challenged. Be sure to read textbooks and be well prepared.
Interview questions [1]
Question 1
generally tells about yourself, questions that are beyond VaR questions and into risk factor of various products etc.