I applied through college or university. I interviewed at Jump Trading (Chicago, IL)
Interview
The process was efficient (no reimbursements, yay!) and they were friendly. Half the interview was math based and half the interview was programming based. It took half a day. (This was after being screened by an in-person interview at my university.)
Interview questions [1]
Question 1
Here's a laptop with a C++ environment. Here's piece of paper describing an algorithm. Try to implement it and we'll be back in half an hour to see your progress. If you don't know C++, write it in another language -- it doesn't have to compile.
I applied through college or university. The process took 2 days. I interviewed at Jump Trading (Chicago, IL)
Interview
Full-day on-site interview. I met many members of the team, and was shown around the office. They put us in a pretty nice situation as well. The interviewers were mostly other algorithmic traders, though at the end we had a final interview with one of the partners. Overall, I think they treated us well and the traders were intelligent people.
Interview questions [1]
Question 1
Implement a data structure (according to their specs)
I applied through college or university. The process took 3 weeks. I interviewed at Jump Trading (Chicago, IL) in Nov 2015
Interview
First round was a 45 minute on-campus interview with two traders in which I was given three questions: one probability, one coding, and one puzzle/brainteaser. I made mistakes on all three, but sort of got the right answers eventually. The final round is on-site in Chicago, which includes one coding interview and two quantitative interviews. The coding interview was fairly easy, but I did not prepare enough for the quantitative ones (the questions were pretty common/typical however).
Interview questions [1]
Question 1
Expect questions about all kinds of mathematics, including probability and linear algebra.