Interview at a conference. It was about 50 minutes. 5 minutes of rapid resume covering what I've done. This is fine for a typical candidate at the UG/Masters level but as a PhD candidate I feel that I can't explain my value and my pertinent experience in 5 minutes. 45 Minutes of two case studies. The first one, roughly 40 minutes, was a look at what might have happened when a forecasting model went awry. The interviewer put a document in front of you with a few graphs and asked for an explanation of what went wrong. After 10 painful minutes the interviewer revealed the development team botched the forecasting model during the latest push. Uh... that has nothing to do with my job... Afterwards, a standard probability question was asked which was very simple.

The process was very thorough. Had a quick phone screen with the recruiter, followed by a two-day assessment test. Was then screened by a manager. After that was called on site for four rounds of interview. Cannot reveal the questions as I signed an NDA. But overall, the process was well thought through, very impressive.