I applied through university. The process took 1 day. I interviewed at Citadel (Chicago, IL) in Nov 2009
Interview
Bunch of behavioral questions. Why finance? Tell me about your experience...etc. No technical questions or brain teasers or math/logic of any kind. Then after 2/3 months, I got an email saying i got rejected ("we don't have a good fit for you at this time")
Very good and helpful, enjoyed how they had a technical aspect as well. The interview was nice and very nice and kinda nice. Extremely nice broski, lowkenuinely a nice experience broskini.
First round discussing work experience and some hypothetical research questions and how I would approach the problems. Highly conversational and chatty. Interviewer was nice and friendly and offered his insight along the way.
It started with an automated coding screen in a language of your choice, which I unfortunately did not get past. I chose Python for the screen, the questions were pretty standard I just wasn't prepared.