I applied through university. The process took 3 days. I interviewed at Blue Fire Capital (Chicago, IL) in Sep 2014
Interview
Asked about my experience trading and my experience programming. They wanted to make sure I was knowledgable about the programming language I stated i was proficient in. They said they do not care what language you use as long as you can proficiently perform quantitative data analysis using that language.
Interview questions [1]
Question 1
You have two cups, cup A and cup B and unlimited water. Cup A holds 3 liters of water and cup B holds 5 liters of water. You have no other tools or measurement markings on the cups. How would you measure 4 liters of water in Cup B and 1 liter of water in Cup A?