Go into the first interview (phone, behavioral & technical interview) prepared with a general 2-3 minute introduction about yourself. You need to know things about the car insurance industry and explain a project or skills you've used in data analysis projects or assignments. For technical interview, you're given a real-life situation that Geico has encountered (in terms of their business model and what they do in car insurance analytics) and are evaluated on how you think/talk through it.