I applied through university. The process took 3 weeks. I interviewed at TransMarket Group (Chicago, IL) in Nov 2013
Interview
interesting culture. Company seems to be very rewarding and they are one of the best prop firms around.
The process is very long though: a lot of phone interview and a math/finance exam do to in 24 hours than is fairly gradually more and more difficult with questions based mostly based on options.
Interview questions [1]
Question 1
Tell me about a Gamma at the money and its derivative with respect to volatility
The first 2 or 3 rounds are technical itw via zoom. The final one is an on site day. Classique probability questions from the green book, like the expected value of functions of random variables
Interview questions [1]
Question 1
Green book probability questions, enuneration. Pricing of a call where the probability law of the underlying is given
Applied online (they don't recruit on my campus) and got an email a few months later asking for a phone-interview. One of the traders interviewed me later. Just your usual behavioral and brainteaser questions.
