Having worked at both big four and MBB, here is my take:
I'd imagine a good starting point is understanding the types of work KPMG’s Customer practice does — things like customer segmentation, targeting, marketing strategy, channel design, loyalty, and omnichannel experience.
Cases are likely to be less ambiguous than corp strategy, but still very problem-oriented — think:
"How should a retailer redesign its customer journey to improve retention?"
"Which customer segment should a telco prioritize to grow share?"
"How should a bank adjust its digital channels to improve NPS and reduce call center volume?"
It’s often the step after the core strategy is defined — the business knows what it needs to achieve, and the work becomes how to execute that through customer levers. So your case thinking needs to be practical, structured, and clearly linked to execution and outcomes (e.g., revenue uplift, cost efficiency, CX improvement).
If you’ve prepped MBB-style cases, adjust your lens: less market sizing, more journey mapping, trade-offs, and channel/customer-level insight (from crunching the data).
Hope that helps — good luck!