A recruiter reached out to me on LinkedIn. I had a quick call with her to confirm my interest and then she set me up with a technical phone screen that same week. Because I did okay, not great, I had a second phone screen the following week. Then within another week or two I went in for an onsite interview with 5 different team members ranging from analyst to manager. The interview was on a Friday and by Tuesday, I believe, they had gotten back to me with a no - but they softened the blow by letting me know that I was a good fit, but that my technical skills weren't quite there, so I should give them a call back in 6 months or when they are there, whichever comes last.
Overall the people I interviewed with were very cool and supportive (one exception, but there always is, isn't there?) In the end, I don't actually think I was qualified for the position, but had I been, I most likely would have taken the role. The only negative for me really was the workspace - the entire office is one room.
Both phone screens were the same format. They start by telling you about the role, ask you to describe your experience and then they jump right into a case, which also serves as a SQL exercise. They provide you with a sample schema then ask you to write queries against it and answer some strategic questions about how you might think about the output or what conclusions you could draw from the metrics available to you (or those you might create.) Overall for someone who uses SQL regularly (which I do) this was very easy - though I will say if you are not familiar with the format, where you code live (which I wasn't) it can throw you off. All of the queries I saw in the phone screen and the onsite interview relied a lot on COUNT and self joins and other nested queries, so if you feel you might be nervous you could review those concepts.
I was really happy with the onsite interview, it was even a little bit fun, but I really didn't know what I was doing half the time, so that was a bit awkward. What I liked the most was that it was almost 100% skill based, none of the "tell me about a time when" or "what's your greatest strength" nonsense that I'm used to.
The first interview was a business case. I was asked what kind of metrics I would look at, how I would track them, what conclusions I might draw from different scenarios. It was basic, but they were looking for some specific insights so I would say even though it was open ended, there were right and wrong answers.
The next interview was a SQL interview. It was a lot like the phone screen, just more involved.
The following interview was Python/R based and asked me to write a couple of algorithms. I don't actually know Python/R so I did pretty badly! But it's a testament to the culture (or at least the kindness of this one guy) that he was not rude about it, just tried to give me some coaching and be friendly while I wrote a lot of non-sensical things on the whiteboard. Since then I have taken Coursera's R Programming course and I would say that if you pass that class you should be able to pass this interview - though perhaps if you fly through the first couple of algorithms they get progressively harder in which case the class may not be sufficient.
The next interview was a probability question. I had done a ton of probability prep based on the reviews I saw on Glassdoor but he really knocked me over with a question that I had no idea how to answer. Bayes rule what? That was not at all relevant in this case, sadly.
The final interview was another case, or so it seemed, but actually I think it was more of a test of my stats 101 knowledge, which I didn't quite pick up on right away. The interviewer asked me a kind of confusing question which I thought was a bit of an analysis question, but really he was asking me: "what is standard deviation?" but in the most round about, muddled way possible. He also had a thick accent and was very stern which didn't help. So I actually think I did the worst on this (even worse than the Python/R which I didn't even know!), which is funny because I know stats very well, but that's how it goes.
Overall I would say I was very unfamiliar with this style of interview. I have an MBA so I had done a lot of less technical interview prep. However it seemed very fair and very manageable... if you actually know the material.