After being flown out to CT for this second round interview, the interview class was taken on a tour the huge trading floor and the majority of the facility. That was the nice part of the day. Subsequent to the tour, we had to take a math test. This was followed by a series of interviews that were set up like a speed dating convention. We had about 5-10 minutes to make an impression on any of the interviewers. There were hanging drapes that separated everyone from each others' interviews. I was interviewed by a Statistical engineer, a Managing Director, a Commodity Trader, an HR Associate and 2 more that I can't remember. The Trader and Stat Engineer were by far the most difficult. My advice if applying for a similar position is know a little more than basic probability theory. That particular Trader had a very abrasive personality so it was difficult to make any kind of connection. Finally you should definitely dust off those text books if you know that you have to do the math test.