Started off with a quick phone interview, basically just asking about your resume and what you are doing at your job now. I was coming from a trading firm so I had a fair amount of knowledge but was never involved with risk. Just show that you're interested in learning and that you're taking time to better yourself for the job (i.e. I was learning VBA on the side so that I could be ready come my start date). I had a close shot as far as I could tell but they ended up promoting someone internally (at the time I don't know if I appreciated knowing that or not). The interview on site was with the HR manager I spoke with on the phone, a risk manager, and whomever was head of trading at the time. Risk manager went very well and smoothly, but the trader was only interested in asking me brain teasers. I've never understood the reasoning behind brain teasers and so I thought it was silly to ask them since it won't tell you anything about how well I could perform the job. Didn't do very well with those either, it was difficult to begin with since he called into the conference room and conducted the interview from his car while he was on his way home. A little impersonal and it really didn't help with my focus. That was it though - didn't have to take the math test they make their junior traders go through even though I prepared for it. Maybe they just forgot?