I applied through university. The process took 2 weeks. I interviewed at National Stock Exchange (Jersey City, NJ) in Apr 2016
Interview
Applied to job posting, and then emailed asking to schedule a half hour in person interview. Once I arrived I told them a little bit about myself running through my resume and then it was straight to a white board. They asked about reversing a string in place, hash tables, finding the middle of a linked list, and mergesort. Want to emphasize that unlike a lot of places I've interviewed at they were all very nice and easy to talk to which I think is rare.
I applied through a recruiter. The process took 1 day. I interviewed at National Stock Exchange in Mar 2008
Interview
The recruiter contacted me, asked me a few questions and set up the on site interview. On the on site, I had to take a test, SQL, linux, perl and a few puzzles, not too difficult. I spoke to three individuals, the questions were not technical, mostly about what I currently do and about some process and procedures. The place seemed small, but was in a nice location.