Went well.
Was quite a challenging interview, I applied at the London office, was shortlisted for a first round interview, interview was good. They make you feel comfortable, describe the entire process and workflow, where you fit in.
Interview questions [1]
Question 1
What is VaR? How would you find out, what are its different methods
I applied through an employee referral. The process took 3 weeks. I interviewed at Intercontinental Exchange (New York, NY) in Jan 2016
Interview
About as challenging as playing a 5 yr old in Battleship or Connect Four. When you interview, make sure you wear an Old Navy polo shirt, Dockers and a pair Sebago's, skip the sock's - you want them to think you're cool, fresh and hip.
Q: Are you satisfied with consistently being average, never under-performing, but capable of doing the bare minimum to stay above the bottom 30% and off the radar?
The process took 3 days. I interviewed at Intercontinental Exchange
Interview
2 rounds of phone interview. The first one was about general questions about resume, two questions about C++, two questions about probability, one question about SQL. The second is about C++ and some brainteasers.