I applied through university. The process took 4 weeks. I interviewed at Consolidated Trading (Chicago, IL) in Nov 2014
Interview
Submitted resume, then had a phone screen, then on campus interview with recruiter, took an online timed problem-solving test, then had on-site, which was a 1:1 problem solving interview, followed by group interview that assessed interest in financial markets and interest in trading.
Interview questions [1]
Question 1
You should know probability, game theory, recursion, etc
on campus interview and super day on a Saturday. three rounds on super day: online test, brainteasers and group interview. test is 2hrs long, brainteasers one-on-one and group interview often is with a partner
