Process was very transparent, and took place in over the course of 3 weeks.
First - gave my resume to recruiter at college.
Second - Phone interview. Was asked about projects, what I knew about the position and company, and why I was interested in AppNexus. Was notified about next phase within a week.
Third - On site interview was split into two parts. Two one-hour interviews in the morning. One was by someone in the analyst department, one was from another department. After lunch, I was notified I made it to the afternoon round. I had another two set of hour-long interviews. One by someone in implementation consulting, another by someone in customer service.