I applied through an employee referral. The process took 2 months. I interviewed at Optiver (Chicago, IL) in Feb 2016
Interview
Best interview experience I have ever been involved with!
HR Phone screen (1/2 hour) followed by manager phone screen (1/2 hour), then on to site visit. Once the offer is accepted, background check begins.
The site visit starts at 8:30a, and consists of individual 1/2 hour sessions with members of other teams, and leadership. Some were individual, some in pairs. Lunch is provided in a very informal setting - providing a great time to talk about hobbies, interesting developments in the field, etc.
Everyone was friendly, and encouraging (no 'let's see how we can trip this guy up' questions). In spite of knowing that I missed a number of questions on the skills test, interviewers were positive, and did not draw attention to the misses. Each interviewer on the on-site came with prepared questions. After getting through those, the styles were always conversational, exchanging ideas in both directions.
The organization demonstrates that they understand your time is valuable. After the interview, I was presented with a folder of materials, which included a gift card for a free coffee, and a form for filing expenses that may have been incurred in arranging to attend the on-site.
Interview questions [1]
Question 1
Technical questions surrounded shell, troubleshooting, and engineering topics.