The first stage of the interview was an onsite (in my case a college fair) f2f interview with a regional manager. Fairly straight forward process, starting with why you are interested in the banking industry, the position, and program, etc. Then some general background and behavioral questions. If you can give some clear and, hopefully impressive, examples of leadership and assertiveness to succeed then you win a plane ride to their headquarters up in chilly Buffalo, NY.
At headquarters, it's a 5 round interview where you meet with senior HR members, the Director(s) to whatever division you're applying for, and an alum of the MDP program (who is who you also go to lunch with). Again, they ask you the same type of questions, but with more emphasis on leadership and some technical skills here and there. Also be prepared to talk about the bank and what you know about them! Nothing extreme, actually pretty straight forward stuff. Unfortunately for me it was one of my first "professional" interviews and due to my lack of interview experience, I believe I overtalked and bored them to death. Had I prepared for this much more, I'm almost sure I would have gotten the position. Culture looked a little mundane for my taste though, (and Buffalo does rank pretty low in terms of QOL) so I'll be fatalistic and say that maybe it was meant to be. Good luck to whoever pursues a career here as the program is meant to develop you professionally.