It's all been said before. Started with 3 phone interviews, first was a lot of mental math, then mostly probability questions, with a bunch of different math brain teasers thrown in. The first one is easy (seemed to be mostly to weed out people who look good on paper but can't back it up), but they get harder. Completely doable--make sure to brush up on your mental math, and be ready to think out loud. The day-long interview on site was much harder, mostly due to nerves, but also because of the length of the interview. They don't care about your social graces, just play to win. You will need to be able to approximate your confidence in your answers and wager accordingly. Admittedly, I had an off-day and looked like a fool. I have nothing but respect for the firm though, they were actually exceptionally professional (yes, their dress code is non-existent, but they have their reasons).