Two phone interviews about statistics, probability and basic knowledge of finance, in addition to some basic personality questions, such as "Why are you interested in finance?". After that, I received an email about an on-site interview at Chicago. During the interview, I met different group members in the team, and each group member asked challenging technical questions.

online test and phone interview. The online test includes questions about machine learning models, brain teasers and some probability questions. The phone interview I got is a technical one.