First, I got a phone interview from the department's Senior Manager. She asked me a lot of technical questions about building models, from data cleaning, variable selections, results interpretation to model revalidation. The phone interview lasted more than 1 hour. Right at that evening, I received the on-site interview invitation.
During on-site interview, I met with 5 people, 2 Directors and 3 Senior Managers. I had 45 minutes to talk to each of them. Directors did not ask technical questions, they just wanted to assess your potential and your matching degree to this position. Senior managers asked some technical questions and one case about how to model people's preference between two different credit cards.
After 3 week's waiting, I was informed by HR that I did not get the offer. It's not so surprising because I am a fresh graduate without any working experience in this field. They finally recruited a person who has some working experience before. This is a good interview experience. All of the people I met are very nice.