Oliver Wyman Pre-Interview Survey- What's this all about?

Dear John,

You absolutely shouldn't be worried. This is standard practice in some consulting offices and at the Big 4. It is usually a preliminary step before the first round of interviews, and usually takes place right before or after a numerical test (or at least that's the case at OW and the Big4).

These kind of tests (Psychometric Tests) help prospective employers gain insight into your personality, background, and psychological thinking, which in turn helps them determine your suitability for a particular position. They might also be helpful to you in that they might allow you to identify your strengths, abilities, and weaknesses.
There is no right way to answer a psychometric test: you must strive to answer all questions honestly and in the required amount of time. My only advice (but it's rather obvious) is to avoid giving answers that are self-deprecating, and to emphasise your ability to interact with people. Someone who presents themselves in the test as a shy, anti-social person risks not making the cut.

I have never heard anyone being rejected after taking a psychometric test, so I really wouldn't be worried. Good luck on the next steps!