First step is a phone screen by an HR rep. Next I had an on-site interview with that same HR rep. After about a half hour, I met with the Managing Director one-on-one. Then I met with another employee that worked on the Trade Desk. Then I met with another Managing Director one-on-one. Lastly, I went out to lunch with the two Managing Directors. The whole process lasted about 4 hours. The questions were mostly behavioral, though there were some basic technical questions that had to do with statistics and economics.