I applied through a recruiter. The process took 2 weeks. I interviewed at Quantlab
Interview
I spoke with one of their quantitative developers. You could by the conversation that he really knew his stuff. Overall the interview was quite pleasant and he was the type of person you would want to work with. I unfortunately had a few small holes in my background (coming out of a physics Ph.D.) which were exposed to me during the interview -- these guys do serious low level optimizations beyond what one sees in a standard computational physics Ph.D. The most impressive part was the phone call I got after the interview, regretably I did not receive an offer. The recruiter did however take the time to go over my interview report with me. This was an extremely professional move and appreciated, most of the time you'll never hear back.
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Other Quantitative Developer Interview Reviews for Quantlab
I applied online. The process took 1 day. I interviewed at Quantlab (Houston, TX) in May 2011
Interview
I found this position on indeed.com and I applied it on their website. After several days, I got an email from their recruiter and we talked over the phone for about 45 minutes the next day. She just asked some of my basic information and some behavioral questions. Then she said another developer will contact and interview me.
About two weeks later, this guys call me and we talked on the phone for about 30 minutes. He just asked me to explain the project I am working on and some details of my thesis and so on. I am very surprised that he didn't ask me any technical questions. I'm also surprised it's so short.
But anyway, I got a rejection letter the very next day. I feel very surprised because they have not ask a single technical question yet. But anyway, that's end of the story.