3 interviews, total 4 hours long. They rotate among different teams and with a manager director of research in London (video call). They are careful to describe the kind of job they want you to do and if you agree with the general objectives. They ask specifics about research projects and interests. They can go quite deep into technical details. You're also asked to describe in detail one of your papers. Some general knowledge about the current state of the economy is expected.

I was generally a very nice interview experience though I didn't get the offer eventually. It was a four round back-to-back interviews with different guys from their research division. Since I am a phd student, we mainly talked about my phd research and how my work can implement on the real market. They also asked some questions about my opinion on the current financial news and the way I would model and predict those stuff.