I was approached by a head-hunter and he appeared to be in a big rush to get an interview with my current manager. The first interview was in the offices of the headhunter because close to my previous offices and it was at 7am, it lasted about 90 minutes and it was mostly a set of technical questions about finance (basic market knowledge and technical questions on IR derivative pricing). Second interview round was a few days later, this time consisting in a series of back to back interviews (3) to check my programming knowledge. I was called one week later for another set of interviews (it lasted from 8am to 2pm) and I met most of the people working for the team. Depending on the person the questions varied from personality to technical question.
Overall, a stressful process but a very fair process, and luckily enough without those annoying puzzles that are becoming popular in finance.