The first interview was on the phone with a trader in London. He asked me to explain my CV and then he asked some questions about machine learning (what is over fitting and how to avoid it, and separation of data set into a training set and model validation set), statistics (show an inequality for the sharp ratio of two mixed data sets) and probability (a Gambler's ruin problem). A nice interview overall. The second interview I was very similar in all aspects to the first one: a technical phone interview with a trader in London. I explained my CV then I was asked some questions about statistics and probability, and in the end I did a little coding over hackerrank.
The final interview was in-person in their Paris office. This interview was more focused on motivation, fit and on my knowledge in finances. I did two 50 minute interviews with two different people. In the first one we discussed how to choose between two trading strategies given some time series of their performance on historical data (P&L, amount of cash moved, market position on the asset). The second guy started off asking about some finance concepts, and at some point got upset because I didn't give him an answer they way he wanted (he wasn't very clear and my answer wasn't wrong). At that point I knew I had lost the offer. We discussed some of the projects I did and that was it.