I was interviewed by two people at once, being given a couple of standard brain teasers and then asked several questions about college-level mathematics. There were different questions regarding stochastic processes, partial differential equations and theory of probabilities. Since I was on my last college year, it was not a big issue, because my academic background was pretty good and fresh, but if you're after non-mathematical MA program for example, you'd better review your 101 on calculus and theory of probabilities at least, not to get lost. There also was a series of questions, rather easy ones on different market instruments, but they were more on basics, because the position was a junior one. Then there were couple of extra interviews, including one with a CRO (CRO interviews every single candidate, that's a policy), which were less about mathematics and more about perspectives and discussing my carreer plans.