I applied online. The process took 3 months. I interviewed at MSCI (London, England) in Jan 2014
Interview
Many one-on-one interviews with different managers. Interviews as such were professional and enjoyable, not overly difficult or stressful. However, overall this did not feel like a coherent process. I wasn't sure whether they really need the position filled or are just shopping around for talent. Took ages to get feedback.
Interview questions [1]
Question 1
Rather standard questions about statistics, regressions, positive definite covariance matrices etc. Some questions to test knowledge about characteristics of financial instruments.