Applied online and reached out via LinkedIn to some current employees.
Phone interview and the face-to-face at the Manhattan office. First had a product demonstration and then a variety of interviews with current consultants and senior consultants. Met with a total of 9 people including HR.
Questions weren't too difficult, mostly why FactSet, what will you bring to the table, what do you know about finance and then an easy Excel question regarding VLOOKUPS.
After the interviews, went to lunch with two consultants.
Would have LOVED to know how I performed on the interview, except that after sending thank you letters to everyone I met with and following up with the HR woman more than once, I never even received a Yes/No. For a company that prides itself on customer service, it doesn't make a good impression when you cannot let a candidate know of their status even after they ask multiple times.