The whole interview took about one hour. Started off with basic questions on CV and asked about where I saw myself fit in the company. Then there were some questions on basic OOP concepts in java. Also asked about the differences between statistical distributions like binomial, poisson etc.. Also one algorithmic question on java.

Got this chance when attending their training program, a two day program learning their software ( an excel based application for financial service mainly for derivative pricing). Got resume reviewed by one of their project manager. The interview was conducted on an one on one basis. Total four interviewer, one manager and three employee. Some basic finance questions.