I applied online. The process took 2 months. I interviewed at GTS (New York, NY) in July 2022
Interview
I applied via their website. The process was divided into the following phases:
1. Phone screen with HR
2. 4 hour take-home, a standard problem you get for HFT roles
3. Technical screen with an employee with a LC-style coding problem.
4. On-site 1: As others have posted, there are three rounds. First non-technical, second technical with an API, and third technical with a LC style question.
5. Got dinged before the second on-site round 😮
Overall, I had a very pleasant experience interviewing. The employees were very nice. Of particular note, I was impressed with the elocutory abilities of those during the on-site, a rarity in software regrettably!
Interview questions [1]
Question 1
The typical HFT interview questions. So, in order of decreasing importance: modern C++, LC, and networking. In comparison to other HFT firms, there is less of an emphasis on hardware knowledge, e.g. what is a cache line? Why might a plain array of key-value pairs be faster than a `unordered_map`?