I interviewed for Virtu Financial in March-April 2022. I had a very positive experience, the HR was very fast in replying and very kind. The interviewers were all nice and smart people.
The steps I went through were the following:
1) Test to assess programming skills, with problems easy-medium leetcode problems. The difficulty lies maybe in the time at disposal.
2) HR screening: behavioral+brainteasers
3) Technical screening interview: behavioral+ brainteasers
4) IQ test
4) Interview with the trading team
I had one on one interviews with two different traders after which I was told to not proceed. The interviews lasted one hour each, approx 45 minutes behavioral and 15 minutes Brainteasers
For the brainteasers part i would suggest working through Heard on the street, practice on brainstellar.com, 50 challenging problems in probability (to name some books that could be good for preparation)