First, the VP asked about my background, experience and motivations. Second, we went on to an assessment of mainly finance and accounting knowledge and skills. Basic questions were actually too easy, it made me nervous. Afterwards, he asked me more precise questions about my background and personal details and we discussed my expectations about the role. Interview was 45 minutes. 1st round. Person interviewing was very kind and helpful.
Unless, you have the right "pedigree" from specific elite / ivy-league schools, especially French ones, you have little chance to get invited for interview even less to get to 2nd rounds. The 1st round of interview seems to be exclusively dedicated to screening for personal background, belonging to aristocracy or higher class, especially if your last name is preceded by "de" will significantly increase your chances to get hired. Foreigners who are lucky enough to get hired would tell you that there is a glass ceiling once you reach a certain seniority level, in case of crisis, those will be the first to get fired, although the company is more conservative and provides better long-term perspectives than US banks.