Initial phone screen with one of the risk managers. Discussed background, technical skills and why I wanted to leave old company. Face to face interview included management and technical team. I was asked stress questions about it risk, why I choose the career particular path that I choose, e.g going from technical position to a risk management position.
Advice would be to be well versed in technical and risk side of things. Also stress to the interviewers that you are willing to work long hours under deadlines.