I applied through a staffing agency. I interviewed at Pragma Securities (New York, NY)
Interview
I had asked for a phone screen, but the company wanted to go straight to an on site interview so that's what we did. There were a couple of group panels, one more technical and the other with more of a business focus. The questions were wide ranging but somewhat boiler plate.
Interview questions [1]
Question 1
A good portion of the technical portion was on basic linux administration tasks.
I applied through a recruiter. The process took 4 weeks. I interviewed at Pragma Securities (New York, NY) in Jul 2011
Interview
There is a three-part interview process.
First is a phone screen which is to determine that your resume is true by asking some basic technical questions related to your work experience.
Second is an on-site round-robin interview which is a combination of both technical and personality questions. You will be hit on application support, linux, FIX, networking, SQL, and basic programming concepts.
Third part is essentially meeting the top-brass to ensure your personality is a good fit. If you've made it to this point it's likely you will get hired unless there are other compelling candidates or you say something very out of line.