First round was a simple phone screen with a recruiter. Why ebay? Why not [previous job]? etc.
Second round was with a member of the analytics team and was pretty technical. A few brainteasers and mental math questions plus a Fermi estimation/consulting style question that was eBay specific
Third round was an online test. It was pretty easy, as it was just multiple choice math questions that was probably of difficulty in-between the GMAT and SAT
Final round was on-site and was pretty grueling. 6 or so interviews throughout the day and all were technical. Most asked a variety of brainteasers and case style questions about eBay as well as miscellaneous business scenarios. An occasional amount of drilling into technical experience on my resume as well. They were interested in projects I had done and what I could have done to improve them now.
After about 5 days I received a generic email saying they chose someone with more experience