It's very hard and long. It lasts around 1 hour and they can ask you everything from the easiest concepts of math/statistics to the most advanced concepts of quantitative finance. ( the type of questions depend on the position you are applying for)
Interview questions [1]
Question 1
Examples: CDS Hedging, vega digital call, Wiener processes, different hedging strategies.
They help you during the whole interview, I think that they try to understand your reasoning, and how you deal with stressful situations.
