I applied through university. The process took 4 months. I interviewed at SEC (Atlanta, GA) in Sep 2014
Interview
Very pleasant and informal. Over the phone. I interviewed with two attorneys, and they immediately set about to make me feel at ease. They were mostly interested in why I wanted to work with the SEC and what my personality was like. The interview lasted for about 30 minutes, and they were responsive to my thank you emails.
Interview questions [1]
Question 1
Questions: Tell me about yourself; Do you have any questions for us; What division do you want to work in and why?