Scheduled time with HR first, and then got one phone call from their senior analyst, asked all about technical problems, coding, statistics, calculating some integration by hand, finance, derivatives, past experience, data processing, model related information, pretty hard, very detailed.

3 rounds, 1st in person other 2 online. An hour each. Mainly financial maths and probability brain teasers. In financial maths, mostly questions on stochastic calculus. Usually for the brain teasers you have to work your way up so you start by simplifying the problem and then build up upon the complexity.