3 rounds of interviews and a project:
1) initial phone screen (45 mins)
This had two components -- a quantitative reasoning problem (similar to other trading firms, tested problem solving, knowledge of probability and statistics) and several behavioural questions about my resume
2) second phone screen (45 mins)
More quantitive questions, then high level questions about how to design and evaluate a high frequency trading strategy, how to reason about performance, how to test signals
3) take home python project (3 hrs)
This involved designing an orderbook and processing a series of orders as well as the state of the book
3) virtual onsite (full day)
More behaviour / quantitative questions (similar to previous components) and 45 mins in which I had to give a presentation on a topic I had researched in the past