Initially was contacted by HR after a resume drop through on-campus job board. First phone screen was fairly standard with behavioral questions, some market questions (tell me one think that is going on in the markets). After this, took a logic and reading test (kinda like SAT type questions). On site interview was fairly intense. First took a 45 minute logic reasoning test. Afterwards, had 5 interviews with different teams with a lunch thrown in. Each team can ask whatever questions they like. I had standard behavioral questions, mental math questions, market questions, and brainteasers. Also had a weird theoretical math question at one point where they asked me to prove something. All in all, a decent experience. HR was very professional and prompt with emails and such. Interviewers will grill you with questions, but they aren't rude or insulting.

First part was a 20 minute behavioral phone call ending in scheduling an on-campus interview. On-Campus interview involved 30 minutes of brain-teasers (very standard and classic questions... including recognition of number patterns), followed by 30 minutes of typical interview questions. Emphasized "why trading" in questions. Interviewer was very casual in jeans, ball cap and laid-back demeanor.