Submitted my resume, cover letter, and transcript through my college career website. They sent me an analytical test that was highly specific. After a week, they told me they wanted to schedule a phone interview. Asked basic interview questions and behavioral questions. After a couple of days they asked me to fly out to HQs.
On-site interview was terrible. The representative from HR forgot that I was arriving, and I had to wait for 30 minutes. 4/7 people I spoke to that day were unhygienic, greasy analysts who lacked social skills.
One person asked me where else I was applying. I said PwC, Accenture, and Goldman - she said she had never heard of those companies. These guys live in their own GEICO bubble, so heads up that you might get sucked into this culture.
Study the PMA test really well (memorize it) and understand all of the insurance terms even if you really want this job.