I interviewed twice in college. Both times I fvcked up the interview. They're known for their shorter workdays, oftentimes you only are required to work a 7 hour day. Being the brilliant guy I am, I mentioned that to them in one of my interviews, saying how much I'd love to work a shorter workday. Doh! That was 9 years ago though, and I don't have any updated info. But you can be assured that it will be a thorough interview and you better be on the up and up in your math skills. They are a statistical analysis company afterall.
I would expect several interviewee's and several 1-2 hour interviews, consisting of a grilling on your math and programming skills, and probably something about your personality. If you go in calm and collected you should do ok as long as you have the skillset.