Process consists of an initial 30 minute technical phone interview. I was asked about my experience, then some simple technical questions (explain what hash map is and how it works, describe a function to reverse a string, what is the difference between a scripting and a compiled language).
Next, I was flown to their Norwalk HQ for a round of onsite interviews. The hotel was comfortable and FactSet provided transportation to and from the airport. The onsite consisted of 5 rounds of interviews. There was a debugging round in which I had to find errors in a linked list implementation, an algorithms/data structures round consisting of simple string manipulation, an OOP round where I had to model a parking garage using OOP principles, a fit round where I had to talk to a Director about my background (how did you become interested in software), and finally a talk with the recruiter where we discussed logistics.
The recruiter was always extremely slow to respond (sometimes took weeks to email back), but otherwise the interview experience was very nice overall. The entire process from phone screen to offer took just over a month.