It is better to prepare yourself with some UX researcher interview questions before applying for the position and appearing for the interview. It involves a project, sharing research briefs while presentation; a particular product or on UX research.
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This video refers to on-site interviews for the post of UX researcher and the efficient ways to go around it. The speaker claims that bagging a UX researcher job is to have a strong core skill and excellent executive research ability development. Often, the interviews are on phone and sometimes on-site and the format of the interview is mostly similar to modern-day interviews.
There are resources to prepare for UX researcher career role; no formal kind of school based programs; online resources are available for practice and information; search for experience and approach shared by the UX researchers in blogs and articles.