1) Written test - Maths, verbal, DI and economics
2) Interviews - One Puzzle, general economics based (No finance as such) and other HR.

There were three interviews for me (All other selected people had two)-
1) Puzzle round - Asked me what I liked in Finance. talked a bit about recent M&A deals announced and how Forex market works.
Then they asked me the toughest puzzle I had solved. I told something. Then they gave me two pretty simple maths puzzles.Solved them both. then gave me another one on the expected return from a dice game. Had to think a lot.
I cracked the problem but made a calculation mistake. This cost me dear. While I was solving the problem, they had said that I had been shortlisted for the second round. But when I made the calculation mistake, they put me on hold.

After an entire day of waiting, finally they called me for a second round of Puzzle interview
2) He asked me a few basic electrical questions, then a probability puzzle on circles, and another on strategy for reaching diametrical opposite end when you have to dodge someone standing at the center and speed 4 times yours.
I did all of these questions fairly well

Then they asked me to go for the final round.
3) HR round - This guy was a senior at the company and had the final say.
He asked me general questions - Why DB, Why Finance. I gave some standard answers. Then he enquired about my native place. He asked me why did I choose Madras, being a Bihari. - I said I wanted to experience new things. He was impressed with that. He asked me if I had done any new thing. I blabbered some things, then we went on to my blogs and why I chose to maintain two blogs, and blah.
Then Finally he asked if I wrote GRE, I hadnt. But I had written GMAT, I told him so. He asked the score and complimented me on that. That time I knew I was in ! :)

After some 5 minutes, they announced the results, and I indeed was in!

Be confident. Everyone likes a smile.
Think well, structured thinking helps you even when you dont get the answer.

And be ready to accept that you are not the brightest person on this entire planet - however your views maybe.

Entire insti applied as this was a day 1 job. (approx 600). They shortlisted 48 for interviews and selected 8.