1) Phone Interview, about 30 minutes. Expect them to latch onto some point of interest and explore it in-depth.
2) Invited to interview on-site, this was from 8:45am to 5:30pm, but had to take a Myers-Briggs Type 2 and some other personality test. Data interviews are Wednesdays, trading interviews are on Thursdays.
3) Morning interview talked about finding data from unverified datasets, and what is needed to determine unemployment rate from a given dataset. 4 on 4 interview with data associate team and the interviewed people. Cornell, Princeton, Harvard, Columbia represented that day...
4) 30 minute 2 on 1 interview, more in-depth behavioral. They really want to learn if you're a fit or not.
5) Lunchtime. Catered food everyday. Was (bad) Thai food that day. Yum?
6) 1.5 hr Excel skills interview (using MS Excel 2003), specifically with a dataset with varying accuracy. You had to (a) fix errors, (b), determine unemployment rate, (c) show the changes in unemployment within the final graph. This is representative of the work you'd be doing, where there's a lot of work for one measly graph that goes into a report.
Heard back within a week, didn't like what they saw on my Excel section but wanted to me try for their trading position due to being a good personality fit. So...yet another all-day blitz in a few weeks.