There is a phone interview for screening the applicant. It's a pretty conversation; he/she just wants to get an idea of your background, what you plan on doing in the future, why you want to learn about the company, and your requested salary. If you pass the screening interview, congratulations, BHE will ask you to interview at their office in Waltham.
The in-person interview is a little long, but it's pretty much what you expect. First, you're asked to complete a (fairly easy) screening text that asks you to do some text editing (double-checking names, numbers, etc., of a fake phone book) and simple math. Then, a hiring manager (office assistant?) has a 15-20 minute conversation with you, and you pretty much tell him/her what you told the phone interviewer. Following that conversation, you'll have a longer interview (30-45 minutes) with two consultants in the company. Lastly, you'll have a shorter interview (20-30 minutes) with two software engineers. In generally, most of the questions are pretty consistent and commonplace for the interview.
Thoughts on the interview: Generally, I got the feeling that BHE was a fairly disconnected organization, despite its emphasis on being a small company. When I asked about their Instant Health Data software (think SPSS, but just for health care), most of the interviewers recommended that I speak to the software engineers. When I asked the engineers about consulting and customers, they couldn't confidently describe their clientele. I expect that different departments/employees specialize in different areas, but when I have interviewed at similar companies, every interviewer could tell me (1) what the company's product is and why it's unique, and (2) who wants it and why they use it. To be fair, the software engineers stated that BHE is currently in a rebranding process, and they stated that the company is moving away from research and towards software development and product consulting.
The most concerning takeaway from the interview was that BHE seems to suffer from high turn-over among their research assistants (their entry-level employees). During the phone screening, the interviewer stated that most research assistants leave after a year to pursue graduate school. The interviewers knew this, as all of them asked if I had any plans on pursuing a doctoral degree. Regardless, this tells me one of two things about the company: (1) this is not a rewarding or satisfying entry-level position, possibly with little room for growth, and/or (2) BHE is recruiting and marketing the position to prospective researchers/academics, when they should be framing the position for prospective consultants.
Overall, it was a fine interview. There was nothing particularly stellar about the company, and nothing about its size gave it the "small company culture" that they were going for. If you are pursuing consulting, consider applying. If you want to conduct research, look at the universities in Boston (low pay, but bigger name) or at private think tanks that are research heavy (think Mathematica).