CME Group is very deliberate in their interview process. Expect a phone screening, followed by an initial interview about 3 weeks later, followed by an additional 1-2 rounds. The phone screening for this job asks how many years of experience and whether your knowledge is current in the following areas: fx swaps, interest rate swaps, swaptions, CDS, CDO, vanilla options, matlab, c++, monte carlo, VaR. They also ask about presentation skills, team lead experience, whether you are open to a move to NY, and what your salary requirements are. The first round in-person interview is fairly relaxed, general questions about the above topics, no serious technical questions though.