After applying to FactSet I got an email from an HR person setting up a phone interview with the same HR person for a few days later. Phone interview was very easy. Show that you know about the company and express being interested in being a consultant and you will move on to the next round. I got an email back a few days later saying I was moving on to the next round and that this time I would be having a phone interview with a manager at the Chicago office. This manager asked a lot of the same questions as before and the phone interview was pretty straight forward again. Once again show you know about the company as well as the financial markets a little bit and ask good questions at the end. A week later I was notified I would have an interview in Chicago. The night before the interview I went out with two other consultants and myself (since I was the only one interviewing the next day) to a very nice meal. The consultants I met with seemed to really enjoy their job and were down to earth people. The point of the dinner is to see if you can hold a conversation and at the same time show interest in FactSet by asking questions. The next day in the FactSet office the first thing you go through is a product demo. Be ready to ask questions as they go through it and show you have some understanding of what they are showing you. Next I had four interview back to back with different managers. No brain teaser but once again pretty straight forward questions other than a few. The point of the interview is to really get to know you and see if you are a good fit for them. Each interviewer has their own theme from dealing with people, knowledge of the markets, what computer experience you have to questions about yourself such as what you do for fun. Ultimately I never got a call back but thought the experience overall was a positive one. FactSet also covered my flight, hotel, and a great dinner with the other consultants the night before the interview.