Applied through my university's career center and was selected to interview on campus.
If selected to interview, you had to take an online assessment that is not hard, nothing to worry about. Takes about 30 minutes.
There were two 30 minute interviews with current Macy's employees. They had to ask you 4 questions each (total of 8 questions throughout the process) that were strictly behavioral. A lot of time was left over in each interview where they expected you to ask many questions of them, so come prepared with them!
Another online assessment is given that takes about an hour.
I was then selected to fly to NYC (all expenses paid by Macys!) for a two day on site interview process. Day 1 is about 4 hours where you spend the time learning more about Macy's. Day 2 is all day, very busy.
You complete a retail math test (incredibly easy, 13 questions, 1 hour to complete although it only takes 20 minutes to complete).
You have two interviews, one with an executive who asks you behavioral questions. The other one is with a person from HR and it is based off of your assessment.
Finally, you are put into a group to analyze a case. You have to analyze a case together then present it to an executive.