First a 2 on 1 on-campus interview. A couple of brainteasers and a couple of questions about my background. After that they flew me over to Chicago for a full day. First visit their trading floor and the exchance, then some sort of IQ test with mental arithmetics and "complete the sequence" kind of questions. Then a case study involving probability (using Excel). After that a presentation with the heads of education (Natenberg) about what the firm does and what their education program is about. Then lunch with a couple of traders. After lunch 4 one-on-one half hour interviews back to back.

Received an assessment for 126 questions in 20 mins. Was not too bad all quick math and a lot of vocabulary. Not really a way to prepare for it other than brushing upon vocabulary.