I applied online. The process took 2 weeks. I interviewed at World Bank Group (Washington, DC) in Oct 2012
Interview
Occasionally, the World Bank conducts testing before interviews. This is great if you think your talents fit the job moreso than your resume. I got a chance to prove myself before being interviewed.
Be patient with them during the background check and offer process. It's a big bureaucracy, and this part takes time.
Interview questions [1]
Question 1
Be prepared to speak any foreign language you list on your resume. World Bankers are largely polyglot--there will be someone there who can put you on the spot and engage you in 2 or 3 languages.