First: HR screening interview. Second round: interview with junior on the fixed income desk that I was interviewing for. Spoke about my projects, current events in markets, no real technical/maths questions. Final round: virtual on site interviews with 3 seniors on the desk. First interview was stats based, one puzzle then in depth discussion of one of my projects and the yield curve. Second interviewer was late, though we went straight into options questions when he arrived. He gave me info about where Tesla is currently trading and I had to give estimates for calls and puts, spoke about how changing the strike would affect price. Third interview was with a quant, started deriving the black-scholes model, though his camera kept breaking up & codepad didn't work so I had to describe what I would do for a couple of coding questions, one was a greedy algorithm one (kinda random). Didn't get an offer, and was a bit annoyed as the first interview went well and the last two were affected by one interviewer being late and the other having a poor internet connection.