HR scheduled a time so that one of their group member call me on time. After one minute small talk, get down to math, probability, and programming. No finance at all. It is one hour interview. The interviewer was not quite happy with my performmance, I think. I felt that he was not patient over the phone. Advice is: Be very familiar with there fields. The questions he asked were very very quantitative. Compared with Goldman and UBS, they are more mathematical and practical. I did not see the problems in those interview books, like Zhou and Tim. So be prepared with the interview. One of the questions: to derive conditional probability from a bivariate normal. BTW, stochastic calculus is a must. They care this much much more than any other firm I interviewed. Frankly, I did not like the interview process and I heard lots of people of yelling at the other end of the phone. Guess it was from the front desk and people were really busy. Good luck.