I got the interview through an external headhunter. The instructions were to be at the Goldman offices by 10am with no specified end time. I was told they could end the interview in 30 minutes or go longer. I ended up staying there till about 4pm and was interviewed by about 7 people with a short break for lunch. Each of the interviewers was professional and courteous. It was apparent that they knew their stuff very well. There was a good coverage of stochastic calculus questions and questions on C++ programming idioms and design. The interview process felt like a collaborative discussion rather than an interrogation. About a month later, I was called for the second round of interviews. 2 interviews were who I had met earlier. Sadly I blew it in the very last interview which was with the hiring manager. This person played the "silent cop" game with me. He would ask a question - and then AFTER I had answered the question he would just be quiet without any reaction at all. His silences were awkward and uncomfortable for me - and frankly rather unnerving. Up until I this interview I knew I was doing well - but sadly for me this interviewer ended up spooking me somewhat. It was also the last interview at the end of a long day - and I flubbed some medium difficulty probability questions with him.