Straightforward and related to your work experience. They will dive deep into your work ex and projects. There was only one round of interview, and then they sent an offer

Two rounds of interviews in total. The first one is a short chat asking questions on the resume and financial mathematics questions (this may be different per person, probably depending on the academic background in the resume). The second one is a written interview asking financial mathematic and coding questions, whose duration is one day (pretty doable and time manageable). If you have an intermediate level of background in financial mathematics and Python, you should have no problem if passing the resume step.