I applied through university. The process took 5 weeks. I interviewed at Optiver (New York, NY) in Sept 2018
Interview
Made it to the final onsite interview which involved a number of challenges and analytic puzzles. At the onsite interview, there were card games, dice games, as well as a market simulation test. The behavioural portion was an expansion upon an earlier phone call.
Interview questions [1]
Question 1
What happens if there is a shock to the order book?
spent about 1.5 months pretty much purely dedicated to preparing for interviews for all the pre-penultimate programs (Optiver, IMC, JS, SIG, Citadel, etc). I used these resources:
Green book (Really good starter but I got bored of it after a few weeks)
EverythingQuant (Went through literally every single interview prep question, went through the interview guides, and completed the probability course just to make sure I covered all bases)
Briefly read through this guide
Watched coding Jesus in my spare time (not sure if this helped directly lmao but he’s a great creator and very informative)
Mental math test, beat the odds, online puzzle like games etc online, brain teasers during physical interview and a behavioral interview where they want to assess how competitive and assertive you are.
OA was weird and hard. there was only three sections (i think) this year compared to 5 last year. questions are weird and I don't know how they can judge your ability base on that.