Very basic probability questions, and very basic backward induction questions. If you know how to do these, you can will do well in the interview. Be able to solve simple games by backward induction and using Bayes Theorem.

My interview experience was very positive from the beginning. Their university recruiter really exemplified the laid back culture that SIG has become known for. First round interview consisted of very few "fit" questions, and 4 probability/game theory questions. From what I understand, only those who answer all questions correctly advance to the next round. Second round was a 30 minute phone interview. This was again a positive experience; the interviewer just touched base with how I've been since last time before getting into the questions, which were once again probability/quant related (one was about the EV of a die roll). The final round consisted of a tour of their facility (including the trading floor) and an interview which contained quite a few fit questions and one or two more probability ones.