Quantitative researcher

Applied online, received an email from HR within two weeks. A usual call with a recruiter, followed by two technical interviews, followed by 5 onsite interviews in Chicago, followed by a 4-hr personality assessment interview with a management consulting contractor.
Apart from the first interview, which felt rushed, with an impatient and curt interviewer, it was an extremely pleasant and encouraging experience.
The phone interviews went over my past research and consisted of some basic algorithmic knowledge and medium-level probability/stats problems. The on-site interviews went more into my research and had several in-depth stats problems (not puzzles, more like fundamental statistics) and several longer coding/algo problems, with me being asked to write the implementations on the whiteboard.
Make sure you understand data structures and classic algorithms, and the performance of both.