Solicité el puesto en persona. El proceso duró 1 día. Acudí a una entrevista en DV Trading (Chicago, IL) en feb 2012
Entrevista
Dice/probability: A lot of firms use simple dice questions to test the waters in first round interviews, but it's possible to see these questions in later rounds too. They may also ask you to value a "game" played with dice.
Conditional probability: Memorize and understand Baye's Theorem.
Market making: They will ask you a question and ask you to quote a bid and offer on your answer. Often then they will hit or lift your market (because you're usually wrong) and you'll have to react to this new information to solve the problem.
Confidence/betting: Same as above except you might be asked to bet or state your confidence % for your solution.
Non-math brain teasers: These are rarer but some firms will still use them to see how you think. Just search online.