The interview was very rigorous. The phone screen consisted of a number of technical questions. Most of the technical questions were focused on brainteasers, expected value, and statistical questions. I would certainly grab the book "Heard on the Street" to see similar question types. The one on one interviews were even more detailed then the phone. Only one fit type question and that was "Why Trading?". Definitely one of the hardest interview process I have had.

Many rounds of brainteasers, some of which are more rapid fire in nature and others which require you to flesh out a detailed answer to a complex problem. Be well rested and well prepared!