Liked everyone else described in the earlier post, this is a very rigorous interview process.
1. Coding Challenge - If you know the basic python programming, you should be fine.
2. Phone Screening - Fraud detection, modeling related questions.
3. Data Challenge - NYC taxi, predictive modeling, not very difficult.
4. Onsite - 2 case interview + 1 behavior + 1 presentation + 1 technical + 1 job fit.
I think I did a perfect job in all cases, behavior and presentation parts, and I could tell from interviewer's response that they are very happy with my answer. The technical guy seems a little angry when he walked in to the office, and did not have patient to listen the full story about my experience. I answered 9/10 questions he asked, and that 1 question that I did not answer was a weird question. When I met the the last guy for the job fit discussion, I realized that the opening is under a data engineer team and they required candidate have lots of experience in software developing. I just very honestly told him that I don't have experience of developing massive product ionize code but I come from EE background, so should be able to lean and ramp up quickly. (but honestly, I don't want to be a full time software developer)
They came back with a very unexpected results. They did not give me offer for this position, but offered me another more business focused job with the feedback that they think I am extremely strong in business.
Overall, good interview experience.