1. Spoke with recruiter on the phone.
2. Two phone interviews, one with a simple coding exercise and another with more of a data science type of case study.
3. Flew out to NYC for five consecutive on-site interviews. One coding exercise, two open-ended domain-specific case studies, one abstract probability problem, and one algorithmic problem.
Overall, I thought the process was fair, although I felt the probability problem was a tough ask for an on-the-spot interview. I asked some of my smartest friends that problem and most struggled with it (maybe that is the point, though). I just don't think it's a good interview question (though it's a great problem). Unlike a lot of algorithmic problems, it's not a problem that can be tackled in multiple ways... either you get the key insights, or you don't. It's a math problem with one solution, and it's a very thinky problem which isn't really conducive to discussion.
Of the final 5 interviews, I had maybe 2 good interviews, 2 mediocre, and 1 below average. I felt like I was on the borderline throughout the process, and I did not progress to the final round (which was apparently a 'culture fit' interview with more senior people).
It was a positive experience for me. I got a free trip to New York and got to visit some friends there. People were professional and kind, but perhaps a tad too full of themselves and the company. Ultimately I don't think the company would have been a good fit for me or them, so I think the process worked.