The interview process consisted of several rounds —Hirevue (10 questions - behavioral & FI/macro), Technical interview which was a month after the HV (consisted heavily in Duration/convexity/FI portfolio construction), Superday (5 rounds with different teams in different locations) and an Excel assessment.
The whole process took around 3.5 months and a lot of practice and deep study into certain macro economics and fixed income concepts. I received a rejection email 3 weeks after Superday.