Two interviews, one with HR and one with hiring manager. They want to get this position filled. Highly visible position. Getting into this department is very difficult. Typically they hire people with degrees in engineering, economics and computer science.
The interview was done in three parts. The first part was to determine if I qualified to the next rounds. These were questions to determine my knowledge about debugging lines of code, financial understanding, and expertise in Excel. The second part were questions that were behavioral questions regarding solving technical problems and data management. The last portion was more specific to the position. Heat ratio of power plant, how prices of energy determined, costs that go into prices, taking a binomial into a ratio (I think this has to do with economics), stochastics, pivot tables. This was an intense interview.