I submitted my application through their website. A few weeks later I received an email to organise a phone interview with two developers in their company. The phone interview was relatively challenging and I was asked a multitude of programming based questions around varying topics such as OOP and data sets and algorithms.
After passing the phone interview I was called to their office in London for an official 3 hours-interview with various members. I was given an introduction for about an hour by a developer about what they do and how their software works (make sure to brush up on the kind of product/services Factset sells!) and the various teams. Then I had a technical interview with two developers where they gave me a code written in an OOP language that implemented a linked list, and I had to answer questions based on it. I was then given a second paper with code written in a very old language and I had to discuss what the code did and compare it to another similar one and discuss the differences between them (one was iterative and the other was recursive). They also asked me questions about projects in my CV and my previous internships. Remember to show confidence!
Finally, I had an HR style interview with two members of Factset, as to why I'd be a good fit for them and what my plans are for the future. It was a pleasant conversation, in which I answered truthfully and doesn't require too much preparation.
I received an offer the following day and accepted it.