There were technical questions covering the fields of probability, algorithms, statistics. Wrote two algorithms on write paper. There were some behavior questions. Not very difficult if you interviewed a lot of similar positions.
Interview questions [1]
Question 1
Probability questions for rolling dices, expectation etc.
The coding challenge was standard. CS majors who completed the intro sequence should be able to complete them. Using C would be slightly harder since you have to manipulate with the numbers yourself.
I applied through university. The process took 1 day. I interviewed at J.P. Morgan (Mumbai) in Dec 2019
Interview
Got placed from campus. There were 3 rounds of interviews. One was for maths, the other for Python programming and third was for expected value/stats/probability questions. Friendly interviewers, helped out if stuck.
Interview questions [1]
Question 1
1) Integrate e^(-x^2) from -inf to +inf
2) Solve differential equation d2x/dt2 + ω2x = 0,
3) Expected number of Hamiltonian paths in a random graph
4) Expected number of tosses to get 3 consecutive heads