Phone call with HR describing the position, then two more calls with quants, half resume and half probability questions. One was not very communicative at all, while the other one was very friendly and liked my background. Called onsite for a full day. Met two managers first, then 3 people at once with behavioral questions, and then several more one-on-ones. The technical questions and brainteasers were straightforward, but there were many follow up questions and it was often hard to finish everything before the next person showed up. People were generally quite friendly, except for one I had lunch with who was arrogant and contested anything I said. Sent home by HR before meeting the last two people on schedule, saying there was "a problem on the trading floor," which was of course nonsense. The two previous interviews had gone very well, so it must have been the lunch guy. The onsite people generally showed little interest in my background or prior work, and only asked questions. Got rejected the next day, but probably wouldn't have gone there anyway.