I applied through a recruiter. The process took 2 days. I interviewed at Citadel (Chicago, IL) in Nov 2015
Interview
Long, tedious, cold, and without organization. Expect to be in a single room for about 6 hours. They set about an hour for each person you interview with, so if you finish early you will be left alone in a room until the next person comes along. The schedule they provide is poorly followed, expect changes to take place.
If you leave your meeting room for any reason such as the restroom, you will be followed around by the receptionist. Make sure you bring your own hand towels as it is poorly maintained. They provide lunch in a cafeteria, but again the receptionist (who is a nice person btw) will observe you while you eat.
Also be advised that the meeting room has hidden cameras, and listening devices.
Interview questions [1]
Question 1
The first person started out with support strategy type of questions. You will NOT be asked specifics regarding any coding or scripting. They will be vague and the interviewer will be interested in your approach to incidents.
The second person is a dev ops person, again no questions came up that were specific to scripting or coding. He was more interested in approach and strategy to incident and problem management issues.
The third person is from "Business" and is more of a financial product owner. This person will be asking more questions about financial products, trading strategy type of questions. Such as what is a swap.
Fourth and Fifth were hiring managers and HR. They will ask high level questions, and will ask questions related to how well you work with others. Why you transitioned from different jobs, etc...
Mostly, they are trying to sell you on the role at this point.
Finally you will have either a video conference or an in person meeting with the CTO. This person will stress you with rapid fire questions. You will be tired from the gauntlet of meetings you had with others, so try and keep your energy up. This person is trying to rattle you, or is generally just not a pleasant person. Either way, he will will make big assumptions, and jump to conclusions quickly. Try and provide direct answers to the questions you are asked, and steer the conversation as best you can. This strategy does several things. He is trying to trip you up to make mistakes, which will reveal short comings. He also thinks that his line of questioning will determine if you are good with speaking to their three clients.