I applied through a recruiter. The process took 4 weeks. I interviewed at XR Trading (Chicago, IL) in May 2015
Interview
1 phone screen, 1 coding challenge, 15 minute online wonderlic cognitive ability test.
On-site interview was 1.5 hours of a technical interview with a panel of 3 technical interviewers.
If you pass the technical panel, you then have a 1.5 hour "cultural" panel interview with company managers/execs.
Interview questions [3]
Question 1
Coding Challenge: design an ARP response block. Interface is a typical MAC RX/TX interface, along with IP/MAC addresses.