Applied online, got a call from a recruiter about a week later. Had a phone interview with HR - lasted almost an hour. Went over the position, covered my resume, a bunch of behavioral questions. Nothing too difficult. Was called 2 days later to schedule another phone interview - this time with someone I'd be working for. Lasted less than 20 minutes. Basically was asked to go over my resume, then asked if I had any questions. The next day, they called me to set up an onsite interview for the following week. First, I met with 2 people from the trading desk. Went over my resume, asked me a few questions about my skills (focus on the technical skills - ie: Access and Excel). At the end of the interview, they asked me to do a logic problem. Next I met with the guy I had my second phone interview with. He walked me around the building, answered my questions. That interview didn't even feel like an interview. We made small talk, I can't really remember him asking me any questions which seemed kind of strange. Met with HR last. We went over my application, then she told me about the employee benefits.
I left the interview feeling pretty confident, but was informed a few days later that they decided to go with someone else. I don't think my finance background was as strong as they were looking for. However, everyone was extremely nice, the office was beautiful, and they let their employees wear shorts and flip flops to work. Definitely seems like a great place to work.