Step 1: Got interviewed by sr. financial engr at campus event - couple of questions on bonds Step 2: 30 min phone interview consisting usual personality Qs and couple of questions again related to fixed income products, with more weight on MBSs Step 3: called for a whole-day interview consisting of 6-7 1:1 interviews with financial engineers, software engineers and product managers (in no specific order). Range of questions asked from options, bonds, MBS, interest rates, default probabilities, academic projects, C++.