Applied through employee referral, they contacted me within a couple days and set up a phone interview for the following week. The phone interview was pretty laid-back, mostly behavioral and fit questions with one relatively simple brain teaser. They kept in touch and notified me of an on-site final round interview a few weeks later. There were 5 other candidates, including two grad students applying for the same position. They gave us a tour of the office and trading floor, as well as the Chicago Board of Trade. In the afternoon, we each had three, 2:1 interviews. One interview was strictly behavioral, one was all brain teasers, and one was an options pricing game.