Apply online, take SHL test and first round interview and an assesment centre afterwards.
First phone interview: Why ICAP? Why brokerage and not trading? What do you know about us and our competitors? Tell me of a case you had to deal with a difficult person in your team and how you managed to engage him?
Assesment centre:
SHL Test hand-written
Bloomberg test - a test with different market and currencies information and limited time to make calculations to answer.
Group tasks - argue for an investment in gold over coal. Discuss and make a short presentation in groups.
Final interview - competence based, with an HR, no reps from actual brokers.