I went for a writing test where they asked me some written exercise. I performed poorly because I didn't prepare well for the test, but the test was not so difficult with a fresh knowledge of probability and statistics. Good luck!!
Interview questions [1]
Question 1
Given two uncorrelated gaussian distribution, with 0 mean and unit variance find P(x>5y)
I applied through a recruiter. The process took 2 weeks. I interviewed at G-Research in Oct 2019
Interview
The first stage is a technical written test. The example of the test (found on their website) is slightly more difficult than the actual test (my opinion). The written test went well for me. Topics were very similar to that of the test on their website, from basic probability, distributions, option pricing, regressions, etc.
The second round was a video interview, also exclusively technical questions. The interviewer was not helpful and wasn't friendly. The questions were interesting, but the experience overall wasn't great.
I applied online. The process took 2 weeks. I interviewed at G-Research (London, England) in Sep 2019
Interview
There were multiple interviews, I got booted at the 5th round. I think there are at least 8 (not sure). The staff were very courteous at all stages of the interview, and even compiled comprehensive feedback from all my interviewers when sending out the rejection email. Even though I did not get an offer, it was a process with a high degree of professionalism.