The process took 4 weeks. I interviewed at Citi (New York, NY) in Oct 2011
Interview
The first round was a 30 minute 1:1 interview with a quant director at Citi. Be prepared for about two simple math questions and a bit more behavioral / fit questions. The final round has about 7 interviews in the course of a day, some mathematical, others entirely behavioral. The whole process is about 1 month.