I applied through university. I interviewed at First Derivatives (Chicago, IL) in July 2016
Interview
They got back to me fairly quick via email, and arranged for a telephone interview. The questions were pretty straightforward: "tell me about a time when..."
There was one industry question, inquiring whether or not I was familiar with something. I wasn't terribly interested in the job to begin with, and so I didn't prepare at all. I'm sure though that if I was, I wouldn't have likely known the answer upon basic review of the job description.
Interview questions [1]
Question 1
Describe a situation where you solved a difficult problem
After completing the online application, I was invited to do a telephone interview.
The interviewer was from HR and asked mostly general interview questions about experience, competency, etc. and one or two about the kx suite and kdb+.
A week later I was invited to an interview in the Newry headquarters, which I was able to reschedule on a week's notice without any hassle. This consisted of two 1 on 1 interviews with HR, followed by a group exercise and ending with a written "logic test". The whole process took about 2 hours and I was offered the job within a week.