The phone interview generally went over your resume and asked the details of your past experience, just like what did you do and how did you do it. And then ask some questions about my master degree program. The onside interview i was interviewed by 5 VPs and each one 30min. I can only say they ask everything and different one have different style. One person asked the technical question?but mainly focus on the skills what i wrote on my resume; Another one asked some market questions, can u make a forecast of S&P500 and what is current 10 year treasury rate? I don't know the answer, so i directly told him that i have no idea. But i knew current 1y year libor rate and CMT rate. Generally the interview atmosphere is relax and they would ask you do you like Pittsburgh. Wish these would give you some help!

I had an employee referral then got an phone screen first then brought into the onside interview. Onside include both technical and behavior questions. if you are a new graduate, they would most be focusing on your resume and the projects you have done.