The interview process consisted of 4 steps:
1) cv and cover letter submission.
2) after one week, invitation to complete a video assessment. I was asked to record a 1 min answer for 4 questions. Interesting questions ranging from "explain a database to a 5 yr old" to "what question would you ask the ceo of a bank".
3) after 2 weeks from submission I was invited to an online assessment centre with other 20 candidates. It lasted over three hours but it didn't feel scary or stressful at all. In the first half I was asked to do a group case study and present it. I felt the group collaborate quite well and the only difficulty was the time constraint. At this point the only recommendation would be to come up with good ideas to solve the case study, no technical preparation is required (otherwise minimal if you don't have a background in finance / consulting). During the second half of the AC I interviewed with 3 other senior consultants (roughly 15 mins each) who asked me about my background and motivation. At the end of the AC we had some time for Q&A.
4) after 2 days from AC, I got a final interview with a managing principal and a hr manager (30 mins each). No technical questions, just a nice chat about data with the MP and some soft skills questions from the hr. After a few days they called me and offered me the job.
Eventually I rejected the offer because although the company gave me a really good impression, I would have expected to get some more technical questions about coding /ML which I wasn't asked about.