As a programmer analyst, you’re being hired for your brain, so expect your brain to be put to the test with challenging analytical questions. Expect technical questions about writing software and also questions about general analytical and problem solving skills. Also, you ultimately need to be able to communicate results to the business leaders, so expect to be tested on your ability to present your findings in a concise and coherent way.
The phone interview went in depth into past research. Be prepared to discuss it.
Here is a list of must learn/buy books in probability theory. Good for these positions http://bayesianthink.blogspot.com/2012/12/the-best-books-to-learn-probability.html