A test was given before the first interview and if you passed this you got a 1o1 interview with an employee. Maths, statistics and ML questions were asked. These will depend on your own area of expertise and so could include finance.
Interview questions [1]
Question 1
NDA agreement signed so I can't give specific examples. Classic quant maths riddles etc.
2h written test about stats maths and computer science, and several rounds of interviews that revolve around the same topics. Revising the basics is necessary for the completion of the written test.
I applied online. I interviewed at G-Research in Sep 2020
Interview
Had a online hackerrank test. Was a series of different coding challenges largely mathematical, including matrix maths. Unfortunately I did not pass but I would highly recommend brushing up on your math skills before applying here.