Took a lot of time, in total 5 steps:
- Quant/finance test online with some Black & Scholes questions, Fourier Transformation..
- Skype interview with HR
- Phone interview with direct manager and a quant
- Onsite presentation of an Option pricer that I had to prepare in a week (using VBA/Python/C#, you have the choice) with direct manager, CS manager and head of quants,
- Skype interview with the CEO.