I went through phone screening, and two rounds of on-site interview. It seems that they are looking for intelligent young people who can absorb things quickly, rather than a seasoned expert. All interview questions were brain teasers plus a basic knowledge of finance. They gave me a super unlikely situation that would never be happened in the real world and tried to judge my creativity in that situation which was absurd. Finally, the director claimed that it is impossible to model an American style put option with Black-Scholes equation in the phone interview, but in fact, it is possible(There are research papers about this).