The interview process consisted of three stages. First I had a phone interview with two members of the research team where they asked various technical questions in mathematics, probability, statistics, and logic puzzles. Second, I had a two day onsite interview. The onsite interview consisted of a C++ programming assignment, multiple one-on-one technical interviews with members of the research team, informal gatherings with other staff, an impromptu white-board presentation on my academic research followed by wide-ranging technical discussions, and two nice dinners out with the founder one night and a trader the other. The final stage was a paid consulting project on a technical topic that was discussed during my onsite interview.
I found the interview process to be long but thorough and fair. I was a bit surprised by the need to do a consulting project, but the project was a fun challenge. I was also given a tour of the area, taken to the beach, picked up from the airport, and all around treated extremely well.
