The company sent an email to specific students from the university, and upon submission of cover letter and resume, they got back to us inviting us to take their written problem solving test. They included a sample of the test (also posted on their website) to help us review for it, since it was quite difficult. You can also check out other consulting company websites for sample exams, but their styles vary. It helped doing them and reading their test-taking tips though, so be sure to go through them.
During the test itself, I was with 4 other schoolmates in the room and we were given an hour to complete a 26-question test - roughly about 2 minutes per question (time management was essential). Tip: If the question seems to complicated to solve in 2 minutes, skip, then go back to it, or make an intelligent guess.
I heard from them a week later, inviting me for Round 1 of interviews. They even sent a profile of my interviewers, which was pretty helpful because you get to know what to expect. Unfortunately, my first interviewer had to fly off to Jakarta the night before the interview, so we had a video conference interview. I think it made me nervous and I had a harder time thinking through things, because I couldn't really feel how the interviewer was reacting towards my responses. Besides having 1 personality type question, most of the time was spent on analyzing a case. Think through your answer first, don't be afraid to ask questions, and have a logical framework. I got thrown off because my interviewer kind of dismissed my initial points as irrelevant, but they're very helpful in helping you get through it.
My second interviewer was with a principal (10 years experience) in the company. She was also very nice about it, and very personable. Our interview went more smoothly and quickly, and I really enjoyed talking to her. Again, with the case she was really helpful. What I appreciated the most though, was that even though in the end they didn't take me, she was the one who personally called me back to inform me about their decision and even gave me feedback about what I could improve on based on the interviews I had. Having said that, given the opportunity, I'd definitely apply there again because of the great people that work there.