I met them through campus career fair. I took the famous 8 minute test and they e-mailed me in two weeks. I had a behavioral phone interview with HR and two weeks later I had a technical interview. It didn't have anything finance related, only some brainteasers. Then I was invited for Super Day in Chicago. It is very tough, first, they ask you to complete two written tests with basic math. First test only measures how fast and accurate you are. Second test has two parts which have to be completed simultaneously. There is a written part and an audio part. You have to solve the written problems while an audio recording plays in the background. In the recording, someone asks you to compute simple operations and you do that as you do the written part. Pretty intense. Then there are market making simulations, job shadowing and Q&A with the CEO. Those are followed by two behavioral interviews, one executive talk and two technical interviews. At night, there was a company dinner.

Walk in and immediately take three tests: one mental math, one sequences, one multi-tasking. After you eat lunch with some traders and they ask you questions in a very conversational manner, checking to make sure your a good fit. Next you shadow a trader while he works. I recommend asking a lot of questions during this stage. Finally, you play a market making game and a betting game.