They mentioned that they are working on the data scientist interview process and figuring out how they want to do it so it may change, but this is how it went for me.
I applied online to a listed opening.
Phone call with HR-30 minutes, just reviewing my resume, and asking what languages I prefer.
Phone call with current data scientist: about 45 minutes. Asked some questions to see if you knew what you were talking about with statistics (what sort of distribution would this be, explain SD/mean, etc.). Then a question about a data set and what some problems with it could be. Lastly walk through how you would solve a simple problem with map reduce.
Data set-they sent a data set and said take about 24 hours to turn it around to them with some analysis using any language you like, and justify your answers. Some very basic questions (mode of data set, max/min, those sorts), then open-ended, "tell us something interesting". Never got feedback on this.
On site:
2 case interviews: similar to what every other interview report has said. One was over Skype which was somewhat awkward as math had to be done on an iPad that they were watching from their end.
2 behavioral interviews: typical "tell me about a time when" questions. Only somewhat awkward as they take lots of notes which leaves some awkward silences.
Lunch: they clearly set me up to eat with someone like me (age/background). Fine, good food!
2 technical interviews: one asking about how to conceptually solve a probability problem, one asking for pseudocode and then eventually actual code (language of choice) for a simple string manipulation problem.
Overall a fine process.