I was contacted by SIG after they received my resume from my school's resume book. The initial phone interview was with their recruiter Tara. She was very friendly, and this particular interview focused mainly on my background and interests and career direction. The point of this interview was for her to see if I was a good fit for the company. The next interview was also over the phone, and was with Doug, who was the head of their quant research group. The phone interview lasted for roughly an hour, with the first half dedicated to discussing the history of the company, and with the second half dedicated to technical questions. From here, I was invited for a final round on-site interview. This was an all-day interview, starting at around 9:30am and ending around 3:30pm. Lunch is provided, but you have one of your interviews over lunch. This interview includes several math questions, several finance questions, and a few questions about programming (I was trained in Java and not C++, so they didn't ask me any OOP questions). Most questions were on algorithms and memory management (how to handle what happens when you have more data than you have memory). In addition, they gave me a data analysis exercise once the on-site interview was scheduled, to be finished the week before the interview. This provides them with a code sample to discuss during the interview.