I was contacted by corporate HR a month after I applied to set up interviews. A week later there were 3 in-person interviews at the office (hiring manager, office manager, and an associate). All of the questions were personality-oriented, i.e. why do you want to work here, tell me about a time you overcame an obstacle, give me an example of how you resolved a group conflict, tell me about how you work to meet deadlines, etc. Later the same day there were 3 phone interviews (VP of the analyst group and another hiring manager). The phone interviewers asked basically the same type of questions, but the VP brought up balance sheet sheets and cash flow statements. The VP asked what you would look for when analyzing the overall health of a company. Not too difficult.
I would suggest that that an interviewee be prepared to answer a lot of of the standard personality questions and be able to give examples, as well as explain how their previous experiences translate to this job/industry. I wouldn't worry about any technical questions (besides the aforementioned accounting question) being asked. However it is important to be knowledgeable about Moody's and read upon the job function, industry you will cover, and pertinent news headlines a little bit.
Everyone was very friendly and knowledgeable. Everyone mostly stressed how collegial the working environment was and how well everyone got along. Work/life balance was also emphasized.
Overall I left the interview with a good impression, but I got the feeling that they already had someone else in mind for the position. Corporate HR called me at the conclusion of the interviews and informed me that they would call back within a few days to touch base and let me know. A week after the stated deadline had passed, I called HR to check in. I left a message and received no response. A week later the HR rep sent an e-mail stating that they were pursuing other more qualified candidates.