The application portal was a bad experience, but after several trials I managed to submit the application. After a couple of weeks I was contacted for the first interview. It was a phone interview with the head of unit and 5 more persons representing the specific departments like Model Validation, Liquidity Risk, Market Risk etc. The interview lasted for one hour and was completely technical. After about 2 weeks I was invited for another interview, quite surprisingly with the same persons as in the first interview. This interview also lasted for one hour and was focused in different aspects than the professional background and skills. It was focused on why I wanted to work there, why I am leaving the company, team work experience, why I do not have any hobbies, what stresses me etc.
After almost 2 weeks from the second interview there was no response from them, and when I asked about the status of my application I received an email from HR that I was not successful. This was very surprising for me as the job description seemed tailored for my CV. I believe that they based their judgement mostly on personality rather than background and skills. Probably my (over) confidence during the interview (I have PhD in Financial Econometrics, very good programing skills and working for a big international company in financial industry) was not an advantageous factor in the interview process.