The non-equilibrium properties of a system are typically understood by assuming instantaneous scattering between particles. However, for very early (femtosecond) timescales, one sees that the interactions are not instantaneous. They are instead the quantum interference of particle wavefunctions which last for a finite duration in time. Within this time, interactions are reversible; fundamental approximations, like Fermi’s Golden Rule, fail; and the system forms coherences that govern the non-linear optical response. I will present some recent studies of the ultrafast non-linear optical response of the integer quantum Hall system. We access the as-yet-incomplete interaction between photoexcited carriers and collective excitations of the quantum Hall system, which results in the formation of many-body coherences. We see coherent phenomena, where these coherences maintain their relative phases, resulting in interference effects in the non-linear signal. This work is a first step in bringing together the two important, but diverse communities of ultrafast spectroscopy and quantum Hall physics.