I've done technical interviewing for an engineering company, so this doesn't directly apply, but I figured I'd share how our interviewing process works, as some of the info is likely to apply.

The interview starts with some formalities and a some general BS discussion that typically isn't used in the decision making process, but may allow us to hit on something we want to interview him on. Usually I'll ask for the candidate to walk me through a project (class or work related) that they are were proud of or found interesting. If you can't go into detail about something you've worked on your chances aren't good of getting hired. Underclassmen in college get a bit of a break here.

The next phase of the interview is a couple behavioral questions. These meant to assess desirable traits in an engineer, the idea is that past performance is a strong indicator of what future performance will be like. i.e. "Tell me about a time where you went above and beyond what was expected of you."

For each of these questions we are looking for the candidate to identify three things: Situation, Behavior, Outcome. One thing I wasn't aware of when I interviewed is how much the interviewer will guide you and basically say- this is what I am looking for you to say. The main lesson I'm trying to get at here is Be calm, and listen to cues from the interviewer. Someone will give a crappy example, or one that doesn't really apply and I'll ask them to take as much time as they want to really think of something that exhibits quality X. I've seen so many people get flustered and it throws off the rest of their answer to the question or the rest of the interview. Some people try to continue with the story that I just told them, in plain English, that I am not interested in. Questions are worded to specifically ask for the three things we are looking for (S,B,O). If someone continually dodges questions about their specific behavior and contribution to a group project, but focuses on the outcome it's becomes painfully obvious they don't know what they are talking about.

The interview wraps up with technical questions that stick to the fundamentals. Here again I've seen candidates completely ignore me as I'm trying to provide them with hints or ask questions that will help them display their competence for me.

this ius all true but most interviewers do expect you to know some basic finance stuff. Nothing too difficult but stuff like how to calculate FCFF and value a company using DCF. What are the connections between the balance sheet, cf statement and income statements.

But more importantly is personality questions. Know about the job and what it is. I went into a sales and trading interview assuming it was mostly trading when the job was 80% sales.

Vault guide was useful. My career center had a good library that I used.
Also do mock interviews if your school offers them. Your first interview is always a bomb so may as well do it on one that doesnt matter.

Also be up to date on oil, gold, bond prices and have opinions on where they are going that are consistent with each other. Also for buy side firms like fidelity have a few favorite stocks and be able to talk about them in detail. Just plz dont say appl or rimm or goog.