I applied through college or university. I interviewed at CME Group
Interview
After receiving your resume, the HR consulting firm would reach you, arranging the interview.
The first round is phone interview, the second round(I did not enter in that round) would be paper test and face to face interview.
The content of the interview was comprehensive, including a lot of C++ questions, such as the diff between pass by name/reference, the benefit of initialization list, containers, etc; some typical brain teaser questions; and financial questions like the GARCH models, put-call parity and the Greeks
Interview questions [1]
Question 1
No, if you prepared it well, the first round is not difficult
The process took 2 weeks. I interviewed at CME Group (Chicago, IL) in Jan 2015
Interview
2 rounds of phone interview, 2nd round on site interview. There will be 5 people from different department interview separately for 30 mins each. Data analyst, Risk manager, Project Manager, Quant, Developer.