I assume there is a distinction between software engineering and research applicants in terms of their interviews at the Big 4s? I know two people with PhDs that were given algorithmic questions and had to go through the same process as regular software developers (this was at the same Big 4 company). The only exception is one had expertise in ML and during one of his interviews they brought in a ML expert and interviewed them on their dissertation, in addition to their 4-5 algorithmic interviews. Both of these people were interviewing for software developer positions despite having expertise in research. Wasn't sure if the research interviews would be different. Good on your lab mate.