Hi Yassine,
Hi there,
It does depend on what role you're coming in as. However, they will generally give you both a traditional case AND a technical test (i.e. R,Python,SQL and work pulling, cleaning, manipulating, and analyzing data for insights)
As someone in McKinsey Analytics/BCG GAMMA you are very much expected to have both the commercial sense of strategy consultants AND the technical skills of a data scientist.
So, the test reflects this :)
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Want some inside knowledge? These companies (actually all tech companies) are desperate for geeks/nerds that can talk the talk.
It's easy to find a data scientist. It's easy to find a generalist. It's very hard to find both. As such, the technical skills are the table stakes (i.e. you have to know how to code, run regressions etc.), it's in the personal fit + case where you can truly shine. If the interview ends the interview thinking "I could put this guy/gal in front of the client and I'd also enjoy working with this person", you're in ;)