It was about one hour and there was five sections financial engineering, banking book, statistics, econometrics and general questions. That was the general process during the interview. Also there might be some questions regarding your cv and motivation.
Overall very pleasant experience. First interview starts with a manager and team member. Next stage is a case study that has one-day deadline and takes about 4-8 hours of work to complete.
Interview questions [1]
Question 1
Many questions asked from CV, going into modelling techniques and intuition.
There are also some statistics questions.
Very technical questions, mostly they see you level of experience. Sometimes they ask questions constantly on same topic to understand the way you look the subject. 2 team leaders have attended to interview