It was very intense and highly unorganized. I arrived at the downtown office and was greeted by HR reps, and given a schedule of my interviews for the day, at three different locations (including a water taxi ride to NJ).
At the first interview, I was rushed upstairs and sat down in an empty conference room and told my scheduled interviewer had not arrived yet. After about fifteen minutes in the room, two employees enter and begin spitting questions at me, including a coding/programming question. When I didn't have an answer they asked me why I even applied for "Programmer" if I couldn't write simple code. I responded saying I wasn't interviewing for programmer, but for a separate back office position. They admitted they had no idea they would even be interviewing applicants, and apologized for the mistake.
The interview was back in the city, and involved 3 separate 1:1 interviews. The first two went very well with all normal behavioral/experience interview questions. The third threw me for a curve ball. I was asked the current stock price of GS for that day (I had no idea, my own fault), as well as 2 case/"brain teaser" questions. 1) There are three light bulbs in a room. The switches corresponding to the bulbs are in a separate room. If you can only go into the light bulb room twice, how can you discern which switch corresponds to which light. 2) You have two pitchers, five and three gallons, how can you find four gallons.
The final interview was at another Manhattan location, and was simple behavioral questions.
I was very turned off from the first interview, and from that point forward had no desire to work for this company. They all seemed extremely arrogant and excessively competitive, rather than collaborative.
If you are comfortable in this environment, by all means. The only advice I would give is to read up on case questions, and stock prices.