First an initial screening with a researcher that went over my CV (my most recent publication). Then another technical round with one open-ended probability modeling question. I did not get to the on-site interview.

Interviewed out of phd program. They try to pair you up with researchers who have similar academic backgrounds, at least in the first few rounds. They seem interested in hearing about your research, but probably wise to stress those aspects that are relevant to quant finance if possible (coding, stats, automation).