First part consisted of phone interview --- was asked to walk interviewer through my resume and highlight certain areas. Also a few brian teasers (27X33 , probability question dealing with basketball). Somewhat challenging. Got asked back for interview in their home office. Very impressive trading floor (and hear they are moving into even MORE impressive space?). Interview took all day. Met with HR who asked mostly 'fit' questions (tell me about a time when ...). Then toured the office, went to see the CBOE floor, and had Q/A lunch with a few traders. Then 2 very challenging interviews with different traders that were all probability, statistics, and math problems. If you didn't get them right away, they would help steer you in the right direction, but still very tough. Then met with a few other traders in their trading spaces to just see the firms' style of operations. This part was very informal. Very rigorous process.