1. Phone screen
Even though it was with a recruiter, we delved into details about my background / past experience to an extent beyond what I had expected. Everything on the resume is fair game. Recruiter will ask lots of follow up questions and ask for details.
2. Coding challenge (I think it was Hackerrank)
I'd say this was Leetcode easy / medium. I think there were 3 problems to solve in 1 hour time limit. I actually could not pass every test case for the second problem, but I moved on to the next round anyway.
3. Coding interview (With a person who isn't a Palantir employee, using a third-party service)
After scheduling this round of interview, the recruiter sent me an email with a guide on what kind of topics I can expect. The ones I remember are Arrays, trees, BFS, DFS. Again, Leetcode easy / medium level.
4. Virtual on-site: three 30 minute interviews, each with different task / focus: Coding, Decomp, and something that they call "Learning assessment".
Learning assessment - You can't really prepare for this, as it's a test of how you learn new tools/languages/frameworks on the spot. It was really fun.
Decomp - Practice system design questions. Important thing is to have a "RFC" (request for comment), which means by the end of this interview you want to have a complete proposal such that you can request for comment from other people. This is where I kind of screwed up, as there are a lot of ambiguous parts and you need to quickly decide which part you want to simplify and which part you want to delve into detail. Iterate from simple but complete solution to a more sophisticated one. I tried to have a complete solution from the start and ended up with an incomplete solution. Have a timer in hand.
Coding interview - Leetcode medium / hard level. I don't think the questions are reused at all so you can't prepare for this. In my case it was n-ary tree problem.
In summary, it was long and challenging, but I had lots of fun and everyone that I talked to was really nice. For some reason, for the virtual on-site, I could only choose from British time zone. Since I'm in Australia, their 9AM was my 6PM, so not the best time zone to work with.