Everything was very professional, efficient, and high quality - they treated candidates well, in terms of nice building, nice lunch etc.
After an online application and online tests, I was invited for a 2 on 1 interview. This was competency based, fairly straightforward (nothing unexpected), and friendly, relaxed.
The second round had another maths exam, then 2 1:1 interviews - one fairly straightforward (why do you want to work here etc.), and the other was more friendly but a bit more unusual (how would you tell someone they weren't getting a bonus this year). Also had to give a presentation to 1 person, who didn't reveal a thing with her facial expressions!
Be yourself, know the company well (they have some unusual interests e.g. art), and don't be afraid to show a bit of personality! Just always keep it professional, they are quite a traditional firm.