I gave my resume to a representative at a career fair in early September. In the middle of October, I got an email asking me to apply properly through their website and to schedule an initial phone screen. During the phone screen, I was asked a couple of fit questions like why I want to work there, etc. I was also asked a brainteaser and probability question.
I was contacted via email the next day to schedule a technical phone interview. I was asked the same couple of fit questions, and I was also asked to describe a project that I had listed on my resume. Finally, I was asked a couple of very basic OOP questions.
About a week later, I was emailed about an onsite interview. Since I could not make the first proposed date, which was the next week, I had to wait until late November. The onsite interview was slightly intimidating, as it was the first final round interview I had ever participated in. I had two consecutive 1-hour interviews, all with developers. The first was with one person, as his partner was out sick. He asked me the same fit questions as before (I guess they care more about smarts than personality) and then jumped right into the coding. He asked me a couple of C++ questions and had me do a problem on the board. He then asked me two brainteasers, one of which was a logic question and the other a "think outside the box" question. I got a couple of the C++ questions wrong because they were more under-the-hood than I was used to, but got the rest of them correct. The second group was a little harder, with a sort of good-cop, bad-cop routine going. They didn't ask me any fit questions until the end. They mostly had me do problems on the board, then analyzed my answers and questioned me about my approach. They also had me edit/optimize my own code. They had me write syntaxed C++ code, not pseudocode. I stumbled a bit, which got me worried, but answered them all in the end. The whole time they seemed skeptical of my abilities, but I guess that might have just been my nerves getting to me. Both groups also asked me to sketch out the class structure of a project I had done over the summer.
After the interview, I and another candidate who was interviewing had lunch with a couple of Technology Associates who described the position and chitchatted with us. We then went on a tour around the office, and got to see the trading floor and speak with an engineer on the floor. They had a pre-paid taxi waiting for us when we finished.
Overall, it was a very pleasant experience, even though at the time I thought I did horribly. I was treated well and responded to promptly, and the questions were for the most part very basic computer science knowledge.