After working with a recruiter and a couple phone screens with current Quantitative Analysts, I got invited to on-site interviews.
The interviews with the Quantitative Analysts were a bit all over the place. One asked me to solve the Monty Hall and Blind Islanders brain teasers, I walked another through my resume and past projects, and behavioral questions were scattered throughout. FWIW, I think asking good questions to the interviewers can make a candidate stand out.
In terms of technical skills, I would be ready to whiteboard SQL (self-join) and be able to articulate verbally how linear and logistic regression work.
Overall, the team fosters hacker mindsets with its members, deals with interesting challenges, and has a brilliant manager overseeing it. That said, it's still early in its development internally in the bank, deals with a flood of ad hoc requests, and it may be tough to convince some candidates to leave tech for banking. Candidates will have to think through these trade-offs while interviewing here.