I applied through a recruiter. The process took 3 days. I interviewed at Barclays (Londres, Inglaterra) in Dec 2009
Interview
Challenging mathematical questions and puzzles. Programming questions were fairly easy for someone with a good understanding of algorithms and some experience in C++. Met some senior management and was taken out for a beer as well.
Interview questions [1]
Question 1
n numbered places in a bus, n people with a ticket for one place each come in at random. k of them are anarchists who sit down in a random free seat. All other people sit down in the seat assigned on the ticket, unless it's already taken, in which case they sit down at random. What is the probability that x people are in their assigned seat? (I think original question was with n=10, k=1, and x=10).
The process took 1 day. I interviewed at Barclays (Houston, TX) in Jan 2010
Interview
First I had a phone interview since I was not based in Texas. After I passed, they flew me out to Houston and paid for all expenses. During the interviews there, they all are friendly and help you out. There is a lunch beforehand but do not let your guard down. I made the mistake of joking around, and its possible I did not get the offer because of that.