Finished my xAI DS loop two months ago. I've interviewed at Anthropic, OpenAI, and a few others in the AI space so I can compare.
What the xAI DS loop has:
SQL round. Two problems, intermediate to advanced. Window functions, CTEs, one problem that required a self-join with some tricky filtering logic. Not LeetCode hard but definitely not starter SQL either. Platform was CoderPad.
Statistics/ML round. Questions ranged from basic probability (conditional probability, Bayes theorem) to experiment design (A/B test setup, power calculations, handling novelty effect) to a ML conceptual question about bias-variance tradeoff. One question about evaluation metrics: when would you use precision/recall vs. AUC, and why. They wanted the actual reasoning, not just the textbook answer.
Case study / product analytics. They gave me a hypothetical Grok feature and asked me to define the key metrics, identify potential issues in measurement, and propose a launch experiment. This was probably the most interesting round. They pushed on whether my proposed metrics could be gamed or were actually causally related to what we cared about.
Behavioral. Standard ownership and cross-functional questions.
Comparing to other AI lab DS loops: xAI's SQL round is harder than OpenAI's (OpenAI was more straightforward). The stats round is comparable to Anthropic. The product analytics case was most similar to what I saw at a couple of big tech companies.
Comp from offer: I didn't get the offer (failed the case round, my experiment design had a flaw they caught). But from what I've seen floating around, DS compensation is in the $180-240k TC range at mid-senior level, SF-based. This is a rough estimate from second-hand info, not my own offer.
Timeline: recruiter screen to final decision was about 5 weeks total including scheduling delays.