I found the opportunity through an outside recruiter. After a brief conversation with their staff recruiter, Optiver invited me to take a technical assessment, which was fairly easy. Two questions each on SQL and Python. You got 24 hours to finish the test and could do all the online research you wanted.
Passing this got me invited to an onsite interview. It was a full half day and then some. I spoke with the department head, the person who would be my manager, a would-be peer, a few folks from a related department and then had lunch with another would-be peer. All and all, it was pleasant experience as far as doing a half day's worth of interviews all in a row goes.
There were no programming tests or technical assessments at all. I got asked the typical questions about my experience and then some of those questions that test your problem solving skills more than anything. These were pretty fun and I found the conversations enjoyable.
My one complaint is after all of that, the feedback I got was really vague and not helpful at all and based on what they said, I feel like they should have filtered me out at the phone interview if not having experience in certain areas was what was going to kill me. It is all on my resume, after all. I was happy for the opportunity but ended up with the decided feeling that I would not have got that position no matter how well the interview went.
Also, they gave me a Starbucks gift card for some reason.