I applied online. The process took 2 weeks. I interviewed at Merrill
Interview
Onsite interview. First some questions regarding CV, should explain you interest in Investment bank since i'm from engineering background. Several C++ questions , several algorithm questions, in an hour. Lots of questions, need to move fast. You really need to know a lot about C++ and algorithm.
Interview questions [1]
Question 1
Dynamic programming. Simple questions on array, like maximum continues sum.