I applied online. The process took 2 weeks. I interviewed at G-Research (London, England)
Interview
90 minute exam at the office in London followed by interview. Cannot say what questions they asked as I signed NDA. Very nice process though, you just need to know your stuff.
Contacted by their HR department and asked to take a technical sit-down exam consisting of quite difficult mathematical, statistical and algorithmic questions. Signed NDA, so not allowed to disclose specifics on the questions. However, there are previous exams on their website to use for preparation. Their staff is really accommodating and helpful.
Interview questions [1]
Question 1
Wide range of tough questions on probability, statistics and algorithms.
I applied through a recruiter. I interviewed at G-Research in Jul 2018
Interview
There is a ~ 1 hr exam they set up for you. It is very similar to the past exams on their website. I did reasonably well on this, and was given a phone interview. The phone interview asked a number of more open-ended but superficial questions about optimization / machine learning. At the end were two quite difficult quantitative questions. One was about probability, the other about algorithms. I did not do well enough on these questions to advance further in the process.