I interviewed here over the summer. First step after CV screen is a maths/stats/probability assesment. You're pretty short on time so you have to be fast. They ask lots of probablity questions and brainteasers e.g. at this stage I got asked "You have 27 horses, can race 5 at each time. Minimum no of races to determine 3 fastest horses?" - answer is 8. Lots of questions like that. There are a few books which have lots of the types of questions they ask:
Heard it on the street - Quantitative Questions from Wall Street Job Interviews by Crack
A Practical Guide to Quanitative Finance Interviews - Xinfeng (this ones better).
Also look up past questions on glassdoor.
You also have to do a kind of mental quickness assessment at this stage. They give you a bunch of games that test reaction times and memory. Can't prepare for this.
If you get through this round, then you have to record answers to questions and talk through how you would solve them. Similar brainteasers, I had to explain how to solve what was pretty much the gamblers ruin problem. Prepare for this the same way as the maths assessment. Also one or two HR questions "Why trading" etc etc.
Good luck brah