HR Screening - Asked questions about work experience related to the role, checked if I worked on models, documentation mentioned in the job description. Second round with Hiring Manager.
Hiring Manager round - Introduced the job , asked about my background and then went straight to technical questions, Modeling questions about OLS, Linear, WLS; Options, Programming - SQL, Python, no need to code, asked questions about functions, how to accomplish some operation in sql and how in python, why interested in this position, etc. Didn't proceed to final round.