First round: Phone behavioral based questions and a probability/skills question. Talk about yourself and your experiences. Then know about SIG and what they trade (futures, options). Stress the culture; casual environment with community events and other benefits; and competitiveness of the company.
Probability was the circle table and 5 people question. The probability of the 5 people sitting in age order. Could be either way around the table. it is 1/12 I believe but you have to go through the steps.
Second round: Same as the first, just different person.
Probability/skills was the bridge question with the flashlight. The time it takes 4 people to get across a 2 person bridge, but 1 person must go back because they need the flashlight to cross. Person 1=1min, p2=2min, p3=5min, p4=10min. 17 min is the answer.
Third round: All expense paid interview in Phili. I had to fly, and stayed 3 days. Day 1 I arrived at night, walked around, ate and got a good nights sleep for the interview the next day. The hotel was in center city, so there was a lot to do and its a nice area.
Day 2-Interview-Started out with a case study. The question was on waiting lines. "Which is more efficient, multiple registers with lines at each or a single line with multiple registers". Answer I thought was single line since the capacity for a single line is always at 100%. I then moved to an interview room with 2 people where we went over the answer briefly and moved into my resume. Then we got into finance which is where I did bad. They asked me about call, put, and overall economic conditions. I'm management and IT so I never got deep into finance. They want you to know VBA since you will work with spreadsheets. The rest of the day was me spending time with other OA's and talking to other people.
I did notice that several times they became distracted during a conversation. Things like answering phones/making calls, or taking to other people. One person made a phone call right behind me and I swear I heard nothing on the other end, suggesting its part of the interview. I didn't mind, just stayed on track and smiled or kept talking to the other person.
That night we went out to dinner. Very nice place, but its casual and you get a chance to open up.
After you can do whatever you want. I went to Pats/Geno's cheesesteak's. Had to go since it was my first time in Phili (I liked Pats better).
Day 3: Early flight home