Basic questions regarding investment research and analysis with a managing director, followed by a super day that asks you to go through a company over a four-hour period and a presentation of your recommendation. If you do well, further discussions with equity analysts and a portfolio manager.
It's really all about fit - not necessarily whether the process was difficult or easy. If you like investing and have looked at a few companies before, then you should have a fun time. If not, well, don't bother applying. As with being a good investor, think logically and be understanding to human psychology. Know when to be flexible and minimize risk.