I applied through university. The process took 2 weeks. I interviewed at Chicago Trading Company (Urbana, IL)
Interview
Online coding test followed by a phone interview with one of their financial engineers. Talked about nothing but coding stuffs. After that would be an onsite but I didn't make it.
I applied through campus recruiting. There was a coding assessment followed by a phone interview that was 75% technical (coding) 25% nontechnical (behavioral and resume related). Overall, a very positive experience.
I applied through university. I interviewed at Chicago Trading Company
Interview
First was an online coding challenge which was some basic implementations of math functions. Next was a phone interview involving some more coding and a little bit of background. Finally was a super day interview which had three short technical interviews (brain teasers, probability, pseudocoding, etc.), two behavioral interviews, and two short "projects"/activities that were more trading specific. It's a long day but fun if you enjoy technical interviews. They also took us out to dinner and gave us a tour the day before the super day interviews.
Interview questions [1]
Question 1
Some of the coding during the super day interview must be done without internet access so make sure to review some basic syntax that you might normally look up.