Prior to interview, there is a math/stats/programming test and a intermediate level programming assignment. After passing those, I got an interview. First interview focused on general questions with very few technical questions. Second round had strong focus on classes that I attended in college - regression, probability, Monte Carlo simulations, Stochastic Calculus. The questions asked were highly specific. I was not prepared for the intensity of this technical mathematics interview as I was expecting a more programming one. Overall, I had a few questions answered wrong.