First part is talking about your background listed on your resume in detail. Such as why did you choose your college major, how did you get an interview opportunity, what was your mainly responsibility in your last work...
Second part is some financial knowledge, including VaR, put option, duration...They are all basic financial concepts, but I forgot many of them. So that's maybe the reason I lost the chance to get into next step.
Third part is your computer background. Just let you to evaluate your levels of grasping programming languages or application such as Java, SQL, C++, Matlab