SIG came to a career fair at my school about a year ago. I sent in my resume and cover letter, and heard back from them around two months later. They set up a phone interview, with a few behavioral questions and 3 math questions. I got them all right, so they gave me a second phone interview, with just one behavioral and again, 3 math questions - I stumbled on one of them but they gave me a final round interview, flew me out to Philly. Very informal dinner the night I got to Philly at nice restaurant to talk to current SIG employees, interview the next day. Interview started out with tour, then a couple rounds of traders working, then the interview, lunch, group interview, then you go home. Final round interview (with two traders and a recruiter) was basically all math, 6 questions this time. I got two of them off the bat, two of them with a little help, and stumbled on two. Heard back a week later with standard rejection letter.