One of the team first gave me a phone interview call. Very basic and standard questions about simple programming, probability, etc. They I was invited to have the on-site interview with everyone in the team. They focused on probability, brain teaser, more practical programming problems (but not hard), statistics (regression, PCA, etc.) that sort of thing. The interviewers were very nice.

It took me a month to wait for the final result. I answered most of their questions but for some of the OLS questions I didn't do well. I guess that why I didn't receive an offer.