Bain and BCG, but also ATK for example... a number of firms do this actually. At a high level, it is the same kind of preparation that you'd do for a case; in other words, your skills will transfer to a large extent.
There are differences as well obviously. For one, you need to really track your time in a written case; I suggest coming in with a pre-defined plan such as "15 minutes to understand the question / data; 5 minutes to prepare my framework; 15 minutes to create the story; 15 minutes to draft the slides / write the answer; 10 minutes to review the work and prepare the oral presentation"
At least in my experience, there is no direct, significant interview input. You are just basically on your own, with too much data to absorb and not enough time. Very applicable to the real world :)