First I had a phone interview from Chicago a Senior Manager .Was able to impress him .Main questions were related to Front/Middle/Back office.
I was called for 1:1 interview to New York office , Times square.Total 5 rounds.
1st round: Manager 1 :He was ex-Navy person. Question were simple and we went through Trade processing.
2nd Round: HR round .was normal related to package and willingness to travel.If you are not willing to travel more than 50-80% Don't expect the offer. That's one of the main point.I was ready to travel not more than 20%.
3rd round: Manager 2: Cleared the technical questions related to Asset Management and how do you work with Operation for Trade related issues ?
Whats you passion was one of the most important question ?Come up with a correct answers which suits you.
4th Round: Manager 3: Data models and use cases related to the project we worked on ?
Reference Data question .How do integrate security, positions,analytic's ..e.t.c.,
Water fall and Agile models pros and cons.
5th round: Senior Manger.(Senior Manger was an technical architect.The questions were difficult related to windows IIS installation / Product installations on Unix server )
One of main point here too was don't join if you are not willing to travel.