KCG was relatively unorganized, and very bad at staying in contact. They missed planned phone calls, postponed my scheduled interview the day of, and after the interview, didn't contact me for weeks until I contacted them.
The interview itself was a little strange, taking place mostly over telepresence video chat. I went in to one of their small offices and spent most of the day talking to people in their main office. Not necessarily a bad thing (saves jet fuel), but still a little odd. The place seemed quiet and my impression is that everyone works by themselves for the most part. One of the interviewers secretly warned me away from KCG but obviously asked me to keep that private.
Anyway, I eventually rejected them before finding a fit. Hopefully they improve their interviewing process in the future.