Came to our school to interview. Completely behavioral. Asked about previous work experiences. Flew out to NY for second round interview. 4 interviewers, 30 minutes each. Again, very behavioral with questions about previous work. Interviewers were all young, and pretty relaxed. One asked questions about SQL, another quizzed me about mortgages. These were all things on my resume. I think they just want to see that you've taken steps to improve your understanding of the financial world and develop tools that can be useful in data analysis.