The Risk Analytics Team is looking for candidates to build quantitative models. The role contains about 50% of model building using Matlab, 50% of documentation and monitor. Also you have to optimize your model so that it pass the Stress Test. The guy who interviewed me was very helpful. It is an one hour phone interview. No behavior question! First 20 minutes, he talked about what the team do and gave two examples of the products they are using. After that, he looked through my resume, asked me about Matlab, Time Series, Statistics, PDE, Stochastic Calculus and Probability question. Although I did not perform well(I would not expect this interview to be such technical), he helped me, gave me hint so that I could answered all the question. Not like the interviews that I did before, if you don't know the answer, you could hear the disappointment from the other side of the phone. This guy is really nice and helped me to refresh the knowledge.

Had an interview with 4 team members. Two rounds total. Asked regarding my experience and then technical questions. Technical questions range from coding, statistics, and machine learning. Finally, a few financial knowledge questions.