I applied to Moody's Analytics online through their career website, and received a call to set up a phone interview a few days later. The phone interview was about 30 minutes, and asked basic interview questions about my experiences and resume.
After a week, they invited me to do an in person interview with the team. They paid for most of the trip there (MA to CA). The interview consisted of 6 45-minute interviews with each section of the team. They all asked basic interview questions, but also asked questions geared towards their team's function (ie. communications asked questions about my experience communicating with team members).
They also gave me a small sheet explaining what financial models they used and then tested me on actual data after the interview.
They made their decision about 4 weeks later.