Has two stages. One stage is in your home country and the second stage is in Hong Kong. Sometimes both are in Hong Kong.
1st stage (Mumbai in my case):
Very cordial throughout. First step was a written aviation knowledge test. Pretty basic stuff. Had a small psychometric section at the end.
Second step was a face to face interview with a HR lady and a training captain. I landed an Airbus training captain and a lady who I later found out was the head of pilot recruitment for the airline. Again very relaxed atmosphere, they were both great people. They put you at ease, asked about family and past flying experiences. They also use this time to verify your documents. Then came one or two what would you do if.. series of questions from the HR lady. I got the impression they were trying to figure out if you had a sense of humour and wouldn't get too worked up about it. Also, you have to know a lot about Cathay's history as well as the latest happenings. They want to know how interested you are in the airline, Expect to elaborate on anything you say. You need to know more than just the headline.
Then came the technical questions. This was in depth and quite thorough. We analyzed an emergency faced by a Cathay flight. Know the aircraft you've flown in the past. I was asked the engine type and what I liked about flying it. Lots and lots of aircraft general knowledge, especially about the kind of jets Cathay fly. Some jet principles, hydroplaning, ITCZ, etc. I was also asked to decode a TAF and a metar.
All in all, the first stage was quite good.
Was invited to Hong Kong for the second stage about two weeks later.
2nd Stage (Hong Kong):
This is the make-or-break stage. They're looking for consistency and you need to be on the ball here. You get a visitors pass for Cathay city, first thing in the morning. Arriving fifteen minutes before time is encouraged but not much earlier than that. You can use the HAS bus that crew use to get to Cathay city from the airport hotel.
You're split into groups of four or five depending on number and given a schedule. We were given a Group discussion with another group to begin with. You have about 15 minutes to complete the task. Fairly straightforward but keep an eye on the time. We were then given a flight planning exercise with a 747 training captain. Again very straightforward but you will be expected to write up a small report about why you made the decisions you took. Pay attention to that.
Then came another series of computer based tests including mathematical reasoning tests. These get progressively harder. Some found it easy, it was a nightmare for others.
The last stage was the personal interview. Again with a captain and a hr person. This time around they were a bit more rigid. Different people from the first interview. Was asked to talk about myself for about 15 minutes. They also seem to like it if you have some kind of previous experience or at least have worked in aviation in the past. Technical questions were in depth again and can catch you out. I was asked what aeroplane I would like to fly if I was given the choice. And then some questions on the type you choose. They insisted I choose one. If you're successful you get called back for day two (medical exam and uniform measurements). I didn't make the cut.