First check the peisonal infomation: earlist date you can attend, background etc. Followed by technical question about option pricing, fixed income and SQL, R and Python. Working experience. Job content: Basically what they did in market risk management team and what you will be doing. Question for interviewer.

Two rounds of interviews. One phone and one team interview. Good and responsive. Behavior plus technical questions. Just need to spend some time to prepare. Company value is important Company value is important Company value is important