A coding challenge, followed by a video interview, followed by a technical phone screen, followed by an on-site (Super Day). Of the places I had interviewed at, DRW has had the most pleasant and relaxed interviews. I interviewed with all 4 quants of the team over the course of 2 days, and they were very humble, kind and friendly people. The interview questions were not tricky at all. Straight-forward, on-the-job questions like how would you build a predictive algorithm for this time series data [to test your machine learning skills, since quantitative analyst at DRW = Machine Learning practitioner], how would you go about implementing this virtual exchange [DRW does python, so you need to be decently familiar with the language], and some high-level go over some software projects you've worked on [just to see what kind of projects you've worked on before and to test your communication skills]. So they brought 10 people over for their Super Day, and I think they were only going to select either one or two. Everyone there was highly qualified and had a lot of programming and machine learning experience. Almost everyone was from prestige schools, so that was very interesting as I am not from one. The other candidates were also very fun to talk to, and I managed to learn a bit more about their experiences. I don't think I'll be getting an offer from DRW, but this was a very nice interview process, and I would love to work for them in the future. P.S. I think this company has private jets, and you might be able to fly on them if you're an employee.