I applied online. The process took 3 months. I interviewed at CME Group (Chicago, IL) in Jan 2014
Interview
Very thorough with multiple interviews. process is slow though and take a long time to get back to you and communication of next steps is not very clear. But interviewers are professional and are usually from the same area in which you will be working, so they are likely to be people you will work directly with.
Interview questions [1]
Question 1
technical expertise in your area. Don't need prior experience in derivatives or futures