The process took 1 day. I interviewed at IMC Trading in Apr 2012
Interview
Very professional interview. First there was an assessment tests that test your basic reasoning abilities, somewhat similar to IQ tests. After that, there was an arithmetic test which consisted of a lot of basic arithmetic questions like 5% of (46 * 32) - 0.37 * 4, without using a calculator of course. Finally there was a sequence test which tested your ability to identify the sequence in a series of numbers. Other than these tests there was a fairly standard interview, asking the usual questions.
1st round was neurolympics (reflexes, reasoning, etc...) , 2nd was a one way video question interview consisted of 3 questions 2 were personal and 3rd was probability and after had 1st round interview with hr 45 mins
Neurolympics test followed by a one way video interview where you had to record yourself answering questions. Then 2 phone calls with HR and an in person interview in Amsterdam, consisting of a maths station, trading station, HR station and an informal chat with a senior trader
1st stage: online test (reaction/reflex game, probability estimation game)
2nd stage: Company/cultural fit question, Fermi question (estimating a population) using market making style game, probability brain teaser
Didn't pass through second stage