1st call: Recruiter, standard 'tell me about your resume' questions
Maybe 2 weeks later...
2nd call: On the phone with 2 data scientists: another 'run me through your resume' introduction where they asked me to elaborate on a technique I listed, jelly bean question about how many rounds till you can pick two of the same color, then generalize for n > 2, a 'case study' about building a model for a transportation company. They want you to get to the bottom of what the major business question is and describe a statistical model that would answer it. Discuss selecting and transforming variables, etc.
Maybe 3 weeks later...
On-site: The on-site process was coordinated really well. They found flights and hotel stays that were convenient for me and had a limo driver take me to/from the airport. The first interview was largely behavioral, asking questions about my background and career goals. The second interview was pseudocode with data engineers, a problem of how to code an algorithm for finding the average of any set of input numbers. They mostly want you to communicate your thought process and understand that you should think of the overall method before jumping into details. I'd brush up on for loops, etc code. Next, they took me to lunch. Final interview was another case study, this time going through pages of simple information sequentially. Fundamental questions about verbalizing the business objective, selecting variables, transforming them, what to do if you're missing data, and interpreting time series plots and saying what they'd mean for how the variables behave/if there are red flags with the variables. There was a lot of discussion rather than straightforward correct/incorrect answers. Everyone was really kind, welcoming, relaxed, and respectful--I had an excellent experience. I thought I connected with the group and they expressed interest in me during the on-site day, but I received a rejection via email 1 day later. Unfortunately, the recruiter didn't ever respond to my email asking the reasons why.
I was struck by how much everyone genuinely loved working there. They acknowledged that the pay is lower than other companies but there's a lot of teamwork and continuing education, plus the scheduling and expectations are flexible.