I applied through a recruiter. The process took 2 weeks. I interviewed at Constellation Energy in Nov 2014
Interview
After the phone interview, was invited for in person interview. Six interviewers from different groups (portfolio management, pricing, trading, deal review) asked questions in linear algebra, probability, stochastic process, martingle measure, option pricing, energy market and various brain teasers. Very friendly people, great experience!
Interview questions [1]
Question 1
probability measure in pricing theory, why and how it works