I applied through university. The process took 2 weeks. I interviewed at CSES (London, England) in July 2013
Interview
Hard to remember. Mainly just "tell me about yourself etc." and some discussion about the specific projects that the firm was working on. It was fairly relaxed and informal, and was conducted by a mid-level analyst. Since the EU is their main stomping ground, I would advise knowing a little about the organisation of the EU bureaucracy (the European Commission, the Parliament, the Council).
Interview questions [1]
Question 1
Tell me about yourself? How does your degree prepare you for this role?