Technical questions. Things to know: Value at risk definition, Expected shortfall definition. Sensitivities to Greeks. Greeks are used to calculate PnL via Taylor series expansions. The interviewers were friendly and helpful to explain concepts I didn't understand. In the end, was a brief explanation of the team's functions, plus a short briefing of what the remaining process is like if you're one of the potential candidates.

Several rounds with teams of two marker risk officers , focusing mostly on logical reasoning and brain teasers, capital markets knowledge (e.g. gold or s&p 500 price), Greeks / derivatives and risk related questions. I'd say it's relatively difficult