I applied through a recruiter. The process took 2 weeks. I interviewed at KCG in Nov 2015
No offer
Positive experience
Difficult interview
Application
I applied online. The process took 2 weeks. I interviewed at KCG (New York, NY) in Nov 2014
Interview
First a phone call with a quant from Chicago and passed it and then they sent me to the super day. I interviewed with 5 people, 45 mins each. Questions are not that typical. But you could expect programming, math, probability, finance questions. They don't have some specific questions. They will raise a questions and discuss with you to see how you think. Overall, that is a cool company but I just didn't make it.
After two telephone interviews, there was no news any more. Interview questions are mainly technical ones and Brain teasers. The interviewers were nice and patient, and gave helpful hints for the train teasers. I though I was going to be invited on-site, but surprisingly there was not news following up.
Interview questions [1]
Question 1
brain teasers are about stochastic process, probability within the setting of Geometry, logic and linear algebra