First, a phone interview mostly based on my personal background (personality test) along with classical questions such as: Why Barcap ? Why did you choose to study math ? Why do you want to work on a trading desk ?
Then the assessment center in London: one full day of 1:1 interviews (4 in my case) with operationals from different desks + a trading game (1h30).
Finally, the "final round": got interviewed by a full desk (3 traders). They asked me a lot of technical questions and checked my quantitative background, they also explained to me what products they trade.