I received an email the day after applying saying I'd been chosen for a phone screen (5-6 questions; 30 seconds to prepare and 1 minute to respond). I made it past that round, so I came in for the first available superday they had.
The superday was roughly 5 hours long. They did an excellent job of making the process seem smooth and collaborative-- you weren't competing with the other people in the room. They split the group up into 2 teams and had us debate an article (seeing how you work in groups) for roughly 30-40 minutes. We then took a skills test on basic logic/reasoning (some stat, some coding) but they said it was moreso to get a sense of what team you would be most useful in if you got the offer. They then showed us around the office, and rotated us through a 1:1 mini-case (15 minutes with someone playing a manager role and another person evaluating you silently). The case was on a workplace processes chart and improving efficiencies. Lunch followed by an open panel with a few of the younger market data analysts (not evaluated, ask whatever you want).
A week later, I was contacted to set up a 30-minute behavioral skype interview with the manager of the team they thought I'd ideally work on. The entire interview process was managed very well, I was impressed and equally disappointed when I didn't receive an offer.