I applied online. I interviewed at Sun Trading (Chicago, IL) in Oct 2016
Interview
C++ coding exercise (not timed, they gave me a weekend). Problem was interesting, related to reading some stream of quotes from a file and answering queries efficiently based on it.
After than had a phone interview (C++ questions, some OS/threading related, nothing out of ordinary).
Had 4-5 onsite interview . White boarding problems and some threading/C++ based questions
Interview questions [1]
Question 1
Matrix has both rows and columns sorted. How will you search an element?
Manager asked many questions about my solution to the coding exercise.
1-2 round phone interview, focus on project, programming, and C++. Then onsite interview. there are 4-5 people talk to you onsite. . a lot of white borad programming, from basic data structure to advanced algorithm, hashtable, link list, tree, etc . Some difficult question on C++ language. i guess they are looking for smart people who have solid programming skill. However, the interview process from 10-2pm , without lunch. they do reimburse for lunch.
Interview questions [1]
Question 1
A question about stock ticket data, difficult for someone like me who don't know it's structure
I applied online. The process took 2 weeks. I interviewed at Sun Trading in Sept 2009
Interview
applied online....got phone screen..
next round was on site at chicago HQ, did not do well because wasn't prepared...
reverse linked list, merge sort,
a problem which came down to finding intersection of two sets