Do your chances decrease if applying to a different country but still qualified?

Great answers above!

I would add that several other macro factors that are also important:

1) An economy in general and the company growth in a particular country. For example for the last 5 years, Dubai was a top destination for many consulting companies and it was easy to get there. Now it seems that Australia is booming. On the other hand, there are several countries with stagnating economy. I would assume that consulting business is also in a slow down.

2) The particular office. For example, it is much easier to get on offer from McKinsey in Texas than in San Francisco. Or even in New Jersey compared to New York. I suggest to talk to locals in that country and ask for specifics.

(editiert)

From what I heard, it doesn't really matter. But in reality, you have to consider three things before submitting an application to countries that you are not in physically:

1. Visa sponsorship: some countries require companies to dedicate resources/time to get their foreign employees a visa

2. Difficulty in interview coordination: the country you applied to might not even have the same time zone as the country you're in. It gets more complicated to coordinate a time and travel expenses might incur for a foreign rather than local candidate

3. Uncertainty in your willingness in relocating: I heard that this is especially true to experienced hire as relocating to a foreign country gets more complicated for people with family. You might want to demonstrate your dedication in taking the relocation seriously by stating why and how you will make this happen in your application

Good luck!

The following quote comes from a MCKINSEY recruiter:

"Please note that in order to be considered for a particular office you would need to demonstrate strong links to that location - i.e. having lived, worked, studied or have family there. I am not sure about which office you are interested in joining, however please note that London is currently closed for recruiting and will be reopening in September for 2018 start dates"