The process consisted of 3 rounds of phone interviews (though I hear 2 and 4 are not unheard of). The first interview involved probability questions that could be solved exactly. As the rounds went on, the questions got harder, involving more trading ideas and less exact calculation. The on-site interview consisted of a super day of interviews.

Phone interview discussing probability games that focus on working out expected value and optimising game strategy, lots of maths and statistics were involved, should require decent knowledge of probability and averages.