I applied through a recruiter. The process took 4 days. I interviewed at Jefferies (New York, NY) in May 2015
Interview
Horrible, they grill you with the most idiotic questions for 10-15 hours over 4 rounds. These questions have nothing to do with the job at all! They believe they are super elite and people's lives don't mean anything.
Interview questions [1]
Question 1
Something about a rock being inside a boat and water level going up and down. Unrelated to programming. It was hundreds of questions over 4 days.