I applied online. The process took 2 months. I interviewed at Morningstar (Chicago, IL) in Feb 2015
Interview
Phone Screening - for 30 mins
Phone screen wasnt much technical
Onsite interview - 2-3 hours
Total of 7 people; some came in 2s and some were 1-1.
It was around lunch time and they didnt provide lunch, so be prepared for that if at all the interview falls around lunch time.
Background verification.