Initial interview was on-campus with the director of finance. He is an extremely nice man...he really wants to get to know you and doesn't try to intimidate you or see how you react to stress. They have specific case questions they ask relating to how you would actually perform on the job.
I received a call to schedule an on-site interview about 4 business days after the first interview. Second interviews are on-site in Jacksonville. CSX will pay for airfare and reimburse you for any other relevant expenses. I arrived in Jacksonville on a Thursday night. There is a dinner scheduled the night you arrive with current finance team members. There were about 10 other applicants interviewing when I went for my interview. The next day, you will have two behavioral interviews with finance team members and you will also have to do a case presentation regarding a finance case they sent you a week before.
Make sure you know about the company a little. Mainly be able to express your interest in finance and the job in your first interview. Have a lot of questions. Practice short case questions a little. For the second interview, I got the feeling that the case presentation was the most important part. They want to see how you will actually do on the job. Work hard on the case, be confident, and do your best to impress them. The rest of the interviewing process is just to show your personality mainly. I thought the behavioral interview questions were very work-related so if you don't have much work experience, make sure you can answer these types of questions from the experiences you have had.