I had an initial 1-hour interview on campus and was invited to the Evanston office for a second-round two weeks later. The first round was a behavioral and a case (written), and the second round was a behavioral, demonstration, lunch, and two cases. Overall the interview was not a bad experience, although one of my case interviewers was rather unpleasant and discouraging.
ZS is highly interested in quantitative skills. Background/knowledge of the pharmaceutical industry is not required