First, you have an on campus interview or phone interview to get into their superday in Chicago. Then, you go to Chicago for presentations at their building, then dinner, and then rollerball. Rollerball is fun and they take you to a very nice restauant (with super small portions for a steakhouse?) and put you up in a swanky hotel , but most of the interview candidates are for trading and are future mba types so you don't get a software culture vibe. The second day in Chicago starts in the morning and involves three interviews. The interviews I got were the same ones that they apparently give every year. I wouldn't have disclosed these questions, but I was super disappointed when I looked online after my interview and found that people had gotten these same questions for the previous super days. Overall they are nice, but sometimes you get a nasty vibe from younger guys. I guess it just comes with the territory in trading firms, even with software.