I am an APD and initially applied to the Insight program. Was not selected for the Insight, but they invited me for the first-round interview in the fall. First round at McKinsey is a 1-hour problem-solving test (PST), with 26 multiple choice questions testing quantitative or qualitative understanding of a business case (usually there are 3 cases in one test). The main difficulty is the time limit. I found useful to read questions first, and then skim the discussion before for relevant information - saves a lot of time. McKinsey website has 3 practice tests, and a few more can be found on the internet - practice them beforehand and you'll likely do well (I was getting 21 out of 26 on my practice tests). PST is followed by 2 one-hour breakout sessions -we were divided into groups of 4 and moderated by a McKinsey Associate. It was a fun exercise, and quite useful. They say it's not evaluative, but opinions differ. A couple of days after the 1st round I got an email saying that I passed. One nice thing about McKinsey recruiting is the amount of feedback they give. I was connected with two consultants who gave me feedback on my performance and answered my questions. Second round was about a week later, also in NY office, and consisted of 2 1-hour interviews with an Associate and an Engagement Manager. First 5 mins - introduction, then 15 mins of personal experience (tell me about a time you had to lead a team etc.). They ask very detailed questions about each situation. Then ~40 min case - very structured and with a lot of exhibits/ calculations. I thought that I didn't do a perfect job on one of the cases, but later got a call saying that I passed, and more feedback. Final round was in NJ office - 3 one-hour interviews with principals scheduled throughout the day. Structure is the same as 2nd round. Cases were actually less math-heavy. All PE questions were the same - most challenging leadership situation. So prepare different stories. I felt that I did not perform consistently well during these interviews, and a few days later they called and said I didn't get an offer. It was still a very useful experience.

they let you prep for cases and do what the book says. this is only a question of how hard you prepared. then they take the people one by one and repeat again and again. sometimes the people who give you interviews have been there for less time than 1 yr