The step for any job opportunity that everybody have more afraid is the technical interview, you never will know what they will ask and most of the part the skills that they ask for the vacancy are a lot.

Normally for a data analyst you need to know: Power BI or Tableau, SQL, Python or R. Here I will be focus on Power BI and SQL, using my preview experience with technical interview.

Power BI

You that already use Power BI must understand the three parts of any project: Report, Data and Model. The report is the most used where you create your chart to answer the questions that you need to solve. Create metrics is the most important, because there you need to use DAX functions, what is the difference between SUM and SUMX? SUM is to sum a column, SUMX is the interaction function that will go row by row. For the measures it's good practice is to create a folder just to add all the metrics that you will use.

The data is where you will clean and transform the data. Should will be where you start, using the tools like description to check the columns statistics. The blank cell will be always a problem, split the columns that come with aggregate information.

SQL

It's very normal to have to do a online exercise, what I think that be important to know is how to use CTE, Where, Having, Limit. They always ask me about it, sometimes even write code in the note without consult. Below some pictures what you should have be clear for any technical interview, and here the compilation of SQL explanation from 365 Careers.