The process took 1 week. I interviewed at Goldman Sachs (Salt Lake City, UT) in Oct 2009
Interview
My phone interview was brutal -- asked me lots of technical questions about everything on my resume. I wasted time before the in person interviews studying up on intricacies on java: runtime complexity, obscure data structures, and all of the classical "trick" programming questions... which turned out to be a waste. The skills test convered Java, Perl, SQL and Unix, but was ridiculously simple. There were no trick questions, just the basics of each topic. The interviews were standard interview questions, followed by lots of proselytizing about the "culture" of GS.
Interview questions [1]
Question 1
Write a method to calculate the cubic root of a number to 3 decimal places.
I applied through a recruiter. The process took 2 weeks. I interviewed at Goldman Sachs (Londres, Angleterre) in Feb 2008
Interview
I had an initial phone interview which covered some very specific questions regarding design patterns, principles and testing methodologies. During the phone interview I was also asked a brainteaser which was very difficult and the interviewer did in fact say that nobody ever solves it. It was more to get an idea of how you would solve a problem.
I didn't think it went well, but got asked to attend a face to face interview. Actually, it turned out to be three face to face interviews. Firstly, a technical guy asking lots of questions about previous architecture and design experience and implementations. Also, some SQL questions relating to index (Clustered, non-clustered) that sort of thing.
Secondly, met with a potential member of the team that I would be working with. This was the most pleasant interview of the lot as it wasn't as in your face and trying to grill you.
Thirdly, the manager overseeing the EU/ Asia development teams. Again, someone who wanted to discredit everything you say with his superior knowledge and experience.