@mathromancer: I posted this question on wallstreetoasis. That's another quant forum I know of apart from Quantnet. No response on wallstreetoasis yet.
Wrt your interview process, my first round was based on maths (stochastic calculus) and work experience (Questions related to Hull White One Factor Model). Then I had 2 interviews again based on stochastic calculus and linear algebra. My fourth round was based on programming. They expect you to know
C++ and
Python.
My fifth round was based on work experience (The interviewer grilled me on Credit Default Swap since I did its pricing for one of the bank). The final round was purely behavioral and was more focused on why I want to join JP Morgan etc. etc.
Generally math brain teasers are asked in the FO roles (Derivatives Pricing/modeling) or Strats profile (Atleast based on my experience in India). In typical Model Validation role, focus is more on experience in validation of pricing models, coding, stochastic calculus etc.
Same case as you said. It's been 2 weeks and there is no response yet. I followed up with HR and was notified that they will provide the feedback after 2 weeks. Keeping my fingers crossed.