They had a initial technical phone screening followed by a day long on site interview. The phone interview was fairly basic. Standard interview questions. The onsite interview was a bit depressing. Firstly their interview rooms are like interrogation cells. No windows, gray walls, all lined up one after the other along a narrow (2 people can't walk side by side) corridor. One of the interviewers asked me to design a word processor. I am not sure how that is relevant to an HFT developer. He was also finding it hard to understand and review my design. He was clearly not prepared. They interview in pairs. The role they were hiring in was not clearly stated. They believe that they will identify the role you will best fit, without actually considering your preferences. On the whole the process was a bit too weird and the facility a bit too depressing. On the bright side thought they had arranged a driver to drop me off to the railway station, and the people in their market data team are smart individuals who would be nice to work with.