The night before there was an informal happy hour at the company with all the full time employees and their friends. In the morning after, we were divided into groups of 4-5 and did a rotation of interview with a senior manager and a HR recruiter, then an arithematics test, followed by a market making simulation. So the market making simulation consists of the full time employees in the trading floor, and the candidates in the cubicle area, where they would give a spreadsheet of price on calls and puts in different strike and different expiration. You would either have to quote the full time traders (via phone) on bid/ask price, or call them and ask them for a price, and decide whether to trade or not. They give you limitations on maximum delta (ignore all other greeks), so understand the risks involved. You are expected to keep a list of your delta and your profits; since delta can range from 0 to 100, prepare some mental math with 2 digit X 2 digit multiplication -> Speed will matter as they purposely are trying to see how you handle stressful situation. Overall, it was a very challenging and fun interview process.