Applied online (with a referral).
Had an initial phone screen with HR who was friendly and asked about my background, what I understood about what FactSet did, how I follow the markets, and discussed a bit about my educational background.
Was invited in to interview at the offices in NYC; consisted of a short demo of the software, 5 interviews (3 were 2:1, one with an HR manager, and one 1:1), and then taken out to lunch with two younger Consultants and the rest of the candidates.
Expect your standard questions such as Why FS? Explain this position to someone on the street, how do follow the markets, behavioral questions, etc.
As for technical, I was asked to rate myself 1-10 and then had a corresponding excel problem to do in front of my interviewers (I suggest rating yourself on the conservative side), I had the brainteaser involving measuring 4 gallons with a 5 and 3 gallon jug, figure out which ball is heaviest out of 8 using a scale twice, and then was asked to determine 40% of 18,000 with no calculator.
AWAITING DECISION**