Initial Reach out from Recruiter via email (LinkedIn Resume). Had phone interview that was very conversational, company sounded interesting. Looked them up, and decided to proceed. Next was a more formal screening by another Recruitery/HR person. Then, had a phone screen from someone on the team I would be joining - pretty basic, tell me about yourself, why Palantir, and then a few analytical questions. My favorite was one where I had to talk through how I'd go about determining the relationship between the price of oil and long distance relationships.
As I live near NYC, the next step was in the NY office, which reminded me of an overgrown and slightly more organized college residence (probably a combo of the youth of the people inside and the spontaneity of the place - giant lego sculptures, ping pong tables around corners, etc) , full of desks on wheels and a big kitchen with lots of bottles of sauce (read Sriracha). Anyhow, I wore a nice t-shirt and jeans, was met by recruiter, and taken back to an office and told that my first interviewer would be there shortly.
The CEO, Dr Karp apparently used the office when in town as there were some personal effects therein: On War by Clausewitz (In German), business cards, and some strategic looking whiteboard doodles. So that was interesting.
Had 5-6 different people come in that were in the role I'd be coming in to or on the biz dev side, some solo, some in pairs. They asked me about my background (software project management, consulting) and how it related to the role, examples of interesting projects I have worked on, possible new uses for the Palantir software (have some good ideas in mind - look at their website to see what they've already done...), and why I want to work for the company. I actually enjoyed the process as it was interesting to discuss all of this with my potential future colleagues. I was, admittedly, disappointed that there weren't any logic problems posed.
Within a week, I was contacted again by the recruiter to schedule a trip out to the Palo Alto HQ for what would be the final round of interviews. I did enough scouring of sites like Glassdoor to know that if at the end of the day you are meeting with a founder, you are in play. Well, I made it through the morning which consisted of 4 interviews. The interview content was several logic puzzles (yes!), general interview questions similar to those posed in NY office, finance/statistical analysis (I was interviewing for the Metropolis team), and some situational questions as well, like how would you use Palantir to help a financial institution combat credit card fraud. Half of my interviews were in person, the remainder were remote webcams back to some other Palantir office.
After all that it was time for lunch (delicious) in the Palantir cafeteria, followed by a tour of the Metropolis team's building, where I saw many strange and wonderful things, and was invited to take a souvenir of my tour in the form of one of the many Magic cards 'decorating' the premises. It looks like the Palantirians have a lot of fun when they are not working. Following this, my host Palantirian dropped me off at the infamous 'demo room', where I was reunited with my fellow candidates. I saw a guy that looked rather awkward as he was the only one wearing a suit. An ill fitting one at that. Anyhow, demo over, Recruitrer took me in to some room with posters of Steve Urkel everywhere, and told me I'd be meeting with one of the founders.
Taken back to founder's lounge and I am the first to go in. Conversation lasted 5-10 minutes. After it was over, I realized that even though I was prepared for everything else, I was not well prepared for meeting one of the founders. At one point he basically asked why he should hire me, as opposed to the many other smart and successful people he interviews every week, and I didn't have a answer ready, nor could I put a compelling answer together (my answer was quite boring, just rehashing stuff from my resume, if I was him I wouldn't have hired me either).
Of course, I received the generic rejection email in a few business days. Better luck to you if you make it that far, and be prepared for that final interview!