There was an initial phone screening where they talked about the company and asked about my experience.
I was then provided with a modelling exercise and asked to submit it the day before the interview. We went over my scripts and results in the interview itself.
The spec for the exercise was quite ambiguous, and I took an approach I don't think they were expecting, and which didn't allow me to demonstrate what they were really assessing. They said that was fine and they were more interested in how you reasoned through the problem rather than your methods and results, but I don't think this was really the case. They didn't ask questions to probe whether I had the knowledge they were interested in.
I did make some omissions in the exercise regardless, so it was fair that I wasn't offered the job.
I asked them a few questions about the work and the culture. I don't think they really took the questions on board or answered them properly. And overall the atmosphere was pretty flat, in the office and amongst the interviewers. Maybe it was nothing, but I got a bad feeling and wasn't disappointed to not be given an offer.