After an initial phone screen (30-45 minutes chatting about background, why I applied, etc), was invited to the office for several rounds of interviews. Interviewed the analyst, associate, and MD under which I'd be working. They were all really friendly, much better than other banks.

It had 3 rounds. Second round was Technical with VP and AVP. VP asked questions about the product. Second asked brain teasers. The interviewers were interesting and asked good questions.