It was a pretty thorough process. initial phone screen, 2 phone interviews, then 4 in person interviews. Had 2 in one day, then another a week later, and finished up with an HR interview the following day. A week after that they asked me for references, and I got an offer a few days later. Total process took about 4 weeks.
The phone interviews were basically trying to get an idea of what you know in terms of management and agile expertise, as well as financial services industry experience and knowledge. The first in person interview was with 2 Principal Agile Managers, and it was in some ways more of a discussion. Talked about agile understanding and philosophical approaches. Went through a scenario/case at a theoretical client and how I'd go about doing certain things. And depending on how I'd answer, different questions/discussion points would be brought up. If you are an experienced manager and know agile principles well (you don't have to be a coach level expert), this interview should not be too difficult. They don't try to trick you or stump you. It's not easy, it's just solid.
They look for communication skills, how you'd handle yourself in front of a client, how you'd manage risks and difficult situations... you know, typical management skills. You can even disagree on a philosophical concept. So don't worry if that happens. They also ask more financial knowledge. You should have some, but don't need to be an expert. if you don't have industry experience but know a good bit about capital markets, and have an interest in finance, you should be good. If you don't know anything about the stock market, bonds, mortgages etc, then this would be a tough spot for you.
After that initial in person interview, i got the impression that the next 2 were more of trying to get a feel for who you are and if you'd fit in with the culture. They were more relaxed and conversational. The final one was with HR, which I think is actually a good way to do it, because they ask you about the soft skills a manager needs - how you handle conflicts, or a poor performer, managing clients etc.