First step is to send a CV and answer set of question about yourself and your ambitions (e.g. what has been the biggest goal you have achieved and how you did this). Second phase is a video interview where you are asked generic questions about the industry but also where else have you applied.
I applied online. The process took 4 weeks. I interviewed at AlphaSights (New York, NY)
Interview
I applied online through a recruiter. A day later the recruiter contacted me and asked me to go through the online interview process. I had to answer four questions that were recorded, after reviewing the recruiter called me himself and we spoke for about 20 minutes. I was living abroad at the time, so we then set up a Skype interview. Once I returned Stateside, I had two in person interviews on the first day - both interviews were held with two people from the office.
I was asked to come back the following week for two more interviews and was asked to complete a case exercise which I then presented during the first interview of the second session. Then I spoke with the director of the New York Office.
I had an interview scheduled for the next morning, however that night I was told that they were not asking me to come in for the final round interview. The reason the recruiter gave was very ambiguous and a bit insulting - suggesting I didn't know what the company did. I emailed the director and spoke with him about the decision, they were very cordial about it, however I felt somewhat slighted.
I applied online. The process took 2 weeks. I interviewed at AlphaSights (New York, NY) in Jun 2012
Interview
First requirement to the interview process was to submit a self-recording on a website. Questions were generally about what the company does, career goals and company culture. Second interview was over the phone with a recruiter. Third interview was with an analyst over Skype. Last interviews are in person at NYC.