I applied through an employee referral. I interviewed at FactSet (Chicago, IL) in Sept 2012
Interview
Through a referral, I was contacted by a recruiter to do an on-site interview in the Chicago office. This consisted of 4 in person interviews and some younger staff members took me out to lunch after. The whole process lasted from about 8:30AM-1:00PM. I was very pleased with the interview process overall, and everybody seemed to be very cordial and accommodating. The interviews themselves seemed to be segmented by "category" - the first was a general interview, second was more sales oriented, third was numbers, excel, financial, and the fourth was strictly personality and who you are outside of work.
I would say recommend to have a pretty solid knowledge base of the financial industry and what's going on right now. Also know about excel because they're likely to ask questions about your familiarity with excel.
Interview questions [3]
Question 1
What caused the financial crisis in 2008? What are your thoughts on where the market is moving and why?