Came on campus for internship recruiting in the Spring, and then got a first round phone interview. Passed the interview but then the internships filled up and I was told to contact the company for full time in the fall. I did this, had another phone interview. The first phone interview was more of a resume walkthrough and they asked what you knew about the company, and the second one was more behavioral style questions. Then I had a superday up in NYC with 4 interviews. One was an open ended case asking how to best use data to solve a problem, more pick your brain style question. Another was a series of brainteasers, mild tech questions but nothing code heavy. Another was more behavioral and it seemed like they were telling me more about the position and offered to answer any questions I had. The last one was more general case style that you might see from management consultancies, albeit again more open ended with definitive answer at the end. After all of this flew to the west coast for a founder interview. The west coast trip involved a product demo, going to lunch with another employee, and the interview itself. It was fairly casual, asking questions like "What is Palantir", "Why should we hire you", and other big picture questions about my previous work experience and resume.

Phone interview -> in person interview -> in person interview -> founder interview. Standard non-programmer tech questions. Less focus on brain teasers and more focus on reading and understanding data (they brought in papers with charts for me to read and interpret). The (last) founder interview actually has a fairly low pass through rate, so don't think that meeting the founder = offer. Only problem was entire process lasted a few months for me - you need to stay on top of the recruiting department (through your referrer most likely) to keep the process moving quickly.