Should I reply to email from institute director congratulating me for being shortlisted for a position? I have received an email from the "director" of a prestigious research institute, sent to me and another candidate, announcing and congratulating that we have been shortlisted for a particular position. He then mentioned that his assistant will contact us to inform us about the interview procedure and the next steps.

I wonder if I have to reply to the email, given it is sent by the director with his e-mail and not his assistance, or administration email, or I have to consider it as a kind of public announcement and just wait for his office to contact me?
A short thank you email would be appropriate. "Thank you for the continued interest. I look forward to the interview and the future". 

Something along those lines, but you can probably come up with a better statement. It lets them know that you got the message, and, more important, that you are still very interested.