Met with senior management on campus for first round interview - pretty easy. There was a lot of behavioral questions in both leadership and working with large datasets.
Second interview was in Boston where they had 2 behavioral interviews with 2 senior management people. They were all questions geared toward analyzing datasets, and working through them.
There was 1 case study interview. Very math based. The interviewer there is with you while you work through it, and after you must pretend he is the CEO, and you need to present it to him.
You go to lunch after. Overall, I really enjoyed LM's interview process.