Depending on how you apply for the position, the first interview will most likely be either a phone interview or onsite at a local university. Questions will typically revolve around your knowledge of Macy's, the program, departments of interest, and your overall experiences which hopefully match the EDP program they are hiring for. Once you pass this round, you'll complete an assessment and then be brought in for the onsite interview.
I interviewed at Macy's Credit and Customer Services (MCCS) for their EDP program so I was invited to the facility. I was brought into a conference room with many other candidates where the program manager went over the details about Macy's and provide information about the interviewers. Current and former EDP's were brought into the room to share their experiences, rotations, and answer questions. After this, you will have three interviews. Interviews are typically with two directors and one Vice President, however, I had interviews with three different directors.
Interview styles between the three people you interview can be vastly different ranging from conversational oriented, structured behavior-based, to you being asked to just talk about yourself. Depending on how many others are being interviewed with you, there may be lunch if it hasn't changed since I was hired.