Originally two phone calls with quants, then suddenly called onsite after no response for two months, but I had taken another job and didn't go. They came back a year later and asked if I was still interested. Two more phone calls, then an onsite day with 8 people from different teams. Everyone was quite friendly and said they were impressed with my scientific experience. Not that many brainteasers (although there were some), but instead lots of detailed discussion on my past research, and several open-ended questions on statistics and time series. Another phone call afterwards, a software engineer with lots of C++ questions. Then got a rejection a few days later, despite answering their questions almost perfectly. I don't know why they had the last phone call when they had apparently already decided. Still, I enjoyed meeting them and it was generally a better experience than interviews at other such firms.