The interview consisted of two technical rounds.
The first was a live coding session conducted by one of the engineers and was generally good. The organization and the questions - everything was well structured and professional. It included a feature engineering task, python problem and few SQL questions. When my answers were incomplete, the interviewer helped with follow ups.
The next round was a case study with the hiring manager, Teresa, lead of their credit scoring team. Unfortunately, that experience was extremely disappointing, especially at the contrast with the first round.
I want to acknowledge upfront that my answers weren't perfect - I'm generally not great at system design interviews. However, my issue is with how the interview was conducted. The interviewer was unfriendly and constantly trying to pressure. The moment I deviated from what she considered the correct answer, she acted as if I was talking complete nonsense. Any new and potentially useful ideas, not matching with the "correct" solution (which I believe are important in data science work where tradeoffs always exist) were immediately rejected, and the interviewer sometimes wouldn't even let me finish my thoughts. She also seemed very dissatisfied when I couldn't quickly formulate business-specific metrics or criteria (though I believe these are questions for the business team, not data scientists).
For contrast, a week earlier I had a similar interview at another international bank. While my answers there weren't perfect either, the interviewers at least let me complete my thoughts, were open to new ideas, and were more interested in my thought process rather than whether my answer matched their template.
Ah and yes, despite reaching the final round with them and investing considerable time, these wonderful people didn't send me any feedback at all - not even a formal rejection email.
Consider for yourself whether you'd want to work there.