I applied through a recruiter. The process took 2 weeks. I interviewed at XR Trading (Chicago, IL) in Dec 2013
Interview
Very rigorous interview process and very direct and specific questions. Phone interview followed by several onsite panel interviews. These are good people and would have worked there if i was so happy at my current job.
Several wonderlick tests and c++ test.
Interview questions [1]
Question 1
General questions about c++ applications and optimization.
Templates and FPGA's