Quote from infiniwang:
I'm happy to have the offers I do have, but I just feel bad for people who are unemployed with no offers who have to go through this. Especially like that other guy who said he was "junior" and had no luck.
Some of these interviewers are really nasty. Some interviews ask me questions and they see my logic and understand what I was doing, and others don't see it and are critical. When you get to the PhD level, the discussions get theoretical; therefore, I find that what counts on the interviews depends on whether that person has looked into what you've already researched and has a mental map of what you are trying to do or accomplish.
There are interviewers who literally go out of their way to try and beat you up personally. Some of them launch personal attacks, even. One guy was trying to sell himself as a high-frequency shop that isn't the fastest, so I made a comment about how they were like an Ace-Jack offsuit shop while their competitors were like pocket rockets, and the guy told me I was an asshole. Then he went down my resume and trashed every firm I worked for.
So far, the Chicago firms have "gotten it", at least over the phone. I tell them what I see/saw in my research in the markets and they usually mirror what I say. I find this to be promising. They don't tend to make the distinction between quants and developers, and they have a flat management structure.
The more I think about what I want to do, I think I'd be better off going to a place with solid infrastructure and management that knows the big picture. The groups with split off IT and the groups with heavy MBA concentrations just strike me as the wrong kind of people.
I think that is a smart move. Think long tern and choose the best people to work with.