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McKinsey Associate | Coached 80+ MBB candidates | INSEAD MBA & CDI MBA
I do not have direct experience with A.T Kearney Research Analyst but I do have a lot of friends working in the research teams of MBBs.
The answer to your question is pretty straightforward: the interview structure, in particular, the case part, is exactly the same that a generalist consultant would go through. That's why in many cases, especially for young and motivated research analysts, consulting firms give the possibility to move from the research path to the consulting path quite easily.
Good luck with your preparation and please reach out for any support you may need!