Harvard University Quant Developer interview questions

The initial interview consisted of a phone screener with the CTO, during which he asked me rate myself on a scale of 0-10 on a large variety of competencies, including familiarity with various asset classes, c++ programming skills, and devotion to my users. I tried to be very honest and he appeared to appreciate it. Next I had 2 more phone interviews with a technology managing director and a trader. These were not terribly difficult, he asked general questions about my background and a few specific questions about, e.g., forward rates. Finally I had an in-house interview, consisting of a brief one-to-one with the m.d. of fixed income (big shot) who grilled me pretty thoroughly about swaptions - he appreciated my thoughtfulness and I clearly did well. The next two were pretty softball, general chats with a few other employees. After a thorough reference check, I got the job!