First two rounds are phone interviews consisting of a very quick introduction (tell me about yourself, why do you want to join SIG), followed by 4 brain teasers. The first is extremely easy, the second is quite difficult, and the third is of medium difficulty. The difficult question was a tricky conditional probability question. The final round consists of a lot more behavioral in addition to 5 math questions. The behavioral consists of two desk rotations (unfortunately I went on expiration day, so I didn't get to sit at an options desk, their specialty). There's also lunch and a tour. I feel like they were testing whether or not you'd fit in the entire time. Overall, definitely not an easy interview process, but they try to make it as relaxing an environment as possible (which caught me off guard, actually)