I applied through university. I interviewed at Jump Trading (Chicago, IL) in Apr 2017
Interview
An on campus interview followed by an onsite interview. There was a stat interview, programming, math interview, lunch, and you meet one of the founders, who was not very friendly.
I applied through a recruiter. The process took 1 day. I interviewed at Jump Trading (Chicago, IL) in Oct 2019
Interview
Interview seemed annoyed to be talking to me - I wasn't even sure the role or roles I was interviewing for because he couldn't be bothered to say. (Hence the generic job title above of "Researcher.") He asked rapid fire questions and would interrupt after just a few words. Then he tried to figure out what my current firm is doing and get confidential information out of me. When I was vague about a few details (that everyone is vague about in interviews), he got more annoyed. When I asked a little about what they do (markets, asset classes), he said that was proprietary. Rudest interview of my career.
Interview questions [1]
Question 1
What sorts of variables do you look at in your model? How much P&L does your group make? What are things you tried which did not work? What do you think was the most valuable variable/feature in your model?