1. Phone interview with HR/Recruiter: asked about career interests, salary expectations. Mostly fit questions; 2. Phone interview with Senior Associate: mostly fit questions. Asked about resume and past work experience (i.e. "tell me about yourself") and career interests; 3. On-site: 4 interviews with different members of the team. Most senior personelle asked fit questions and general questions about fixed income markets, proceeded to technical questions about interest rate risk, duration, statistics and brainteasers.

It was in person, on campus and it was an okay interview. I didn't take the time to prep but you definitely need to know some things going in. Definitely have a professional attitude during the interview nothing less. Make sure you know a lot about the position and why you want it.