A recruiter submitted my profile to SIG. Got a call soon from a recruiter at SIG who went over general stuff. This was followed by a 1 hr phone interview with the team lead and the director of a quantitative development group. Many probing questions to gauge my level of comfort with C++. My profile is in scientific and high performance computing. So C++ is merely one of the many tools I know and use. Still somehow, got invited to the on-site interview. A 75 minute coding test where you can code in a language, IDE, OS of your choice. Ultimately it boiled down to a good data structure design problem. I did horribly as time just seemed to fly by. My work was then reviewed by 2 engineers (one very long term, 20+ years) of the 'network team'.

We worked though the solution together. This wasn't as bad an experience as I literally stood there and learnt as we discussed pros and cons. Next came a couple of people from the 'trading application team' who were rather arrogant and asked me why am I (with my profile) interested in this job and if I am a 'good developer'. Well, I followed that up in a subtle way as to why I was invited there. The replied they invite people over for general roles. One interviewer was very robotic in his interrogation. It was past lunch now and no one offered me some time to eat lunch. In fact people there eat at their desks. I was hoping I would get to talk to at least someone from the quantitative side, but that didn't happen.

I was told I was done for the day and given a tour and general HR orientation etc. I ran out of there as soon as I could. Personally, it was a waste of time for me but at least I got a Philly trip for my troubles!

Some performance metric I hadn't heard of was mentioned.

There was some Python stuff just because I mentioned something Python in one of my answers.