Pure math undergrad, quantitative PhD (one of math/CS/stats/physics), both at good schools. Was algorithmic, was also asked to do data manipulation/analysis. Quantitative: Primarily focused on probabilistic and statistical reasoning/data analysis. Rarely did I encounter any brainteasers/logic puzzles. I listed stochastic calculus as something I know, I was asked to explain Ito's formula on the spot and do some basic computations.