I applied online. The process took 2 months. I interviewed at MSCI (Norman, OK) in Sept 2012
Interview
Expect multiple interviews (5 or more is not uncommon) and each interview session will have at least half a dozen people interviewing you, either one-on-one or in pairs. For technical positions, you should be prepared for a technical interview in a group setting, and problem-solving questions (some have no right/wrong answers). The company wants to know how you approach a problem.
Interview questions [1]
Question 1
There was a question about people standing in a row and had different colored hats. You can only see the color of the hat in front of you. I think it's similar to the Wikipedia question: "Prisoners and hats puzzle"